SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	216.78	215.97	-0.81	-0.4%	213.19
High	217.01	216.60	-0.41	-0.2%	217.01
Low	215.31	215.67	0.36	0.2%	212.95
Close	215.83	216.41	0.58	0.3%	215.83
Range	1.70	0.93	-0.77	-45.3%	4.06
ATR	2.30	2.20	-0.10	-4.3%	0.00
Volume	107,155,000	58,725,900	-48,429,100	-45.2%	460,619,400

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.02	218.64	216.92
R3	218.09	217.71	216.67
R2	217.16	217.16	216.58
R1	216.78	216.78	216.50	216.97
PP	216.23	216.23	216.23	216.32
S1	215.85	215.85	216.32	216.04
S2	215.30	215.30	216.24
S3	214.37	214.92	216.15
S4	213.44	213.99	215.90

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	227.44	225.70	218.06
R3	223.38	221.64	216.95
R2	219.32	219.32	216.57
R1	217.58	217.58	216.20	218.45
PP	215.26	215.26	215.26	215.70
S1	213.52	213.52	215.46	214.39
S2	211.20	211.20	215.09
S3	207.14	209.46	214.71
S4	203.08	205.40	213.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.01	213.43	3.58	1.7%	1.32	0.6%	83%	False	False	89,142,279
10	217.01	207.06	9.95	4.6%	1.60	0.7%	94%	False	False	94,473,499
20	217.01	198.65	18.36	8.5%	2.09	1.0%	97%	False	False	122,424,920
40	217.01	198.65	18.36	8.5%	1.79	0.8%	97%	False	False	106,180,280
60	217.01	198.65	18.36	8.5%	1.82	0.8%	97%	False	False	101,237,019
80	217.01	198.65	18.36	8.5%	1.81	0.8%	97%	False	False	98,090,559
100	217.01	192.83	24.18	11.2%	1.86	0.9%	98%	False	False	101,163,889
120	217.01	181.09	35.92	16.6%	2.05	0.9%	98%	False	False	110,088,702

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	220.55
2.618	219.03
1.618	218.10
1.000	217.53
0.618	217.17
HIGH	216.60
0.618	216.24
0.500	216.14
0.382	216.03
LOW	215.67
0.618	215.10
1.000	214.74
1.618	214.17
2.618	213.24
4.250	211.72

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	216.32	216.33
PP	216.23	216.24
S1	216.14	216.16

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

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