SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	214.53	215.44	0.91	0.4%	208.95
High	215.30	215.45	0.15	0.1%	212.94
Low	213.43	214.35	0.92	0.4%	207.06
Close	214.95	214.92	-0.03	0.0%	212.65
Range	1.87	1.10	-0.77	-41.2%	5.88
ATR	2.49	2.39	-0.10	-4.0%	0.00
Volume	101,275,600	87,324,096	-13,951,504	-13.8%	425,389,696

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.21	217.66	215.53
R3	217.11	216.56	215.22
R2	216.01	216.01	215.12
R1	215.46	215.46	215.02	215.19
PP	214.91	214.91	214.91	214.77
S1	214.36	214.36	214.82	214.09
S2	213.81	213.81	214.72
S3	212.71	213.26	214.62
S4	211.61	212.16	214.32

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.52	226.47	215.88
R3	222.64	220.59	214.27
R2	216.76	216.76	213.73
R1	214.71	214.71	213.19	215.74
PP	210.88	210.88	210.88	211.40
S1	208.83	208.83	212.11	209.86
S2	205.00	205.00	211.57
S3	199.12	202.95	211.03
S4	193.24	197.07	209.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	215.45	208.63	6.82	3.2%	1.65	0.8%	92%	True	False	96,359,659
10	215.45	204.72	10.73	5.0%	1.88	0.9%	95%	True	False	109,602,920
20	215.45	198.65	16.80	7.8%	2.22	1.0%	97%	True	False	128,354,974
40	215.45	198.65	16.80	7.8%	1.87	0.9%	97%	True	False	108,598,704
60	215.45	198.65	16.80	7.8%	1.83	0.9%	97%	True	False	101,203,676
80	215.45	198.65	16.80	7.8%	1.82	0.8%	97%	True	False	98,019,799
100	215.45	189.32	26.13	12.2%	1.90	0.9%	98%	True	False	102,251,848
120	215.45	181.09	34.36	16.0%	2.08	1.0%	98%	True	False	111,610,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.38
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	220.13
2.618	218.33
1.618	217.23
1.000	216.55
0.618	216.13
HIGH	215.45
0.618	215.03
0.500	214.90
0.382	214.77
LOW	214.35
0.618	213.67
1.000	213.25
1.618	212.57
2.618	211.47
4.250	209.68

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	214.91	214.68
PP	214.91	214.44
S1	214.90	214.20

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These figures are updated between 7pm and 10pm EST after a trading day.

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