SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	215.92	216.75	0.83	0.4%	213.19
High	216.23	217.37	1.14	0.5%	217.01
Low	215.63	216.24	0.61	0.3%	212.95
Close	216.19	217.09	0.90	0.4%	215.83
Range	0.60	1.13	0.53	88.3%	4.06
ATR	2.10	2.03	-0.07	-3.1%	0.00
Volume	54,345,700	58,159,400	3,813,700	7.0%	460,619,400

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.29	219.82	217.71
R3	219.16	218.69	217.40
R2	218.03	218.03	217.30
R1	217.56	217.56	217.19	217.80
PP	216.90	216.90	216.90	217.02
S1	216.43	216.43	216.99	216.67
S2	215.77	215.77	216.88
S3	214.64	215.30	216.78
S4	213.51	214.17	216.47

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	217.37	215.31	2.06	0.9%	1.07	0.5%	86%	True	False	73,923,360
10	217.37	208.63	8.74	4.0%	1.36	0.6%	97%	True	False	85,141,509
20	217.37	198.65	18.72	8.6%	2.03	0.9%	99%	True	False	120,287,620
40	217.37	198.65	18.72	8.6%	1.78	0.8%	99%	True	False	104,901,087
60	217.37	198.65	18.72	8.6%	1.80	0.8%	99%	True	False	100,355,136
80	217.37	198.65	18.72	8.6%	1.80	0.8%	99%	True	False	97,662,261
100	217.37	193.33	24.04	11.1%	1.83	0.8%	99%	True	False	99,883,322
120	217.37	181.09	36.28	16.7%	2.00	0.9%	99%	True	False	108,280,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	222.17
2.618	220.33
1.618	219.20
1.000	218.50
0.618	218.07
HIGH	217.37
0.618	216.94
0.500	216.81
0.382	216.67
LOW	216.24
0.618	215.54
1.000	215.11
1.618	214.41
2.618	213.28
4.250	211.44

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	217.00	216.89
PP	216.90	216.70
S1	216.81	216.50

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

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