SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	215.44	216.40	0.96	0.4%	208.95
High	215.45	216.67	1.22	0.6%	212.94
Low	214.35	215.66	1.31	0.6%	207.06
Close	214.92	216.12	1.20	0.6%	212.65
Range	1.10	1.01	-0.09	-8.2%	5.88
ATR	2.39	2.34	-0.05	-1.9%	0.00
Volume	87,324,096	91,230,800	3,906,704	4.5%	425,389,696

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.18	218.66	216.68
R3	218.17	217.65	216.40
R2	217.16	217.16	216.31
R1	216.64	216.64	216.21	216.40
PP	216.15	216.15	216.15	216.03
S1	215.63	215.63	216.03	215.39
S2	215.14	215.14	215.93
S3	214.13	214.62	215.84
S4	213.12	213.61	215.56

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	216.67	210.78	5.89	2.7%	1.45	0.7%	91%	True	False	97,487,059
10	216.67	206.56	10.11	4.7%	1.76	0.8%	95%	True	False	104,993,139
20	216.67	198.65	18.02	8.3%	2.18	1.0%	97%	True	False	127,460,290
40	216.67	198.65	18.02	8.3%	1.83	0.8%	97%	True	False	108,006,352
60	216.67	198.65	18.02	8.3%	1.82	0.8%	97%	True	False	101,252,256
80	216.67	198.65	18.02	8.3%	1.81	0.8%	97%	True	False	98,248,601
100	216.67	189.32	27.35	12.7%	1.90	0.9%	98%	True	False	102,127,754
120	216.67	181.09	35.58	16.5%	2.07	1.0%	98%	True	False	110,968,097

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	False
Stretch	0.40
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	220.96
2.618	219.31
1.618	218.30
1.000	217.68
0.618	217.29
HIGH	216.67
0.618	216.28
0.500	216.17
0.382	216.05
LOW	215.66
0.618	215.04
1.000	214.65
1.618	214.03
2.618	213.02
4.250	211.37

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	216.17	215.76
PP	216.15	215.41
S1	216.14	215.05

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

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