SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jul-2016

Day Change Summary
	Previous	Current
	20-Jul-2016	21-Jul-2016	Change	Change %	Previous Week
Open	216.75	216.96	0.21	0.1%	213.19
High	217.37	217.22	-0.15	-0.1%	217.01
Low	216.24	215.75	-0.49	-0.2%	212.95
Close	217.09	216.27	-0.82	-0.4%	215.83
Range	1.13	1.47	0.34	30.1%	4.06
ATR	2.03	1.99	-0.04	-2.0%	0.00
Volume	58,159,400	67,777,200	9,617,800	16.5%	460,619,400

Daily Pivots for day following 21-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.82	220.02	217.08
R3	219.35	218.55	216.67
R2	217.88	217.88	216.54
R1	217.08	217.08	216.40	216.75
PP	216.41	216.41	216.41	216.25
S1	215.61	215.61	216.14	215.28
S2	214.94	214.94	216.00
S3	213.47	214.14	215.87
S4	212.00	212.67	215.46

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	1.0%	1.17	0.5%	47%	False	False	69,232,640
10	217.37	210.78	6.59	3.0%	1.31	0.6%	83%	False	False	83,359,849
20	217.37	198.65	18.72	8.7%	2.02	0.9%	94%	False	False	118,898,460
40	217.37	198.65	18.72	8.7%	1.76	0.8%	94%	False	False	104,257,075
60	217.37	198.65	18.72	8.7%	1.81	0.8%	94%	False	False	100,220,354
80	217.37	198.65	18.72	8.7%	1.78	0.8%	94%	False	False	97,347,941
100	217.37	194.45	22.92	10.6%	1.82	0.8%	95%	False	False	99,301,914
120	217.37	181.09	36.28	16.8%	1.98	0.9%	97%	False	False	107,091,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	223.47
2.618	221.07
1.618	219.60
1.000	218.69
0.618	218.13
HIGH	217.22
0.618	216.66
0.500	216.49
0.382	216.31
LOW	215.75
0.618	214.84
1.000	214.28
1.618	213.37
2.618	211.90
4.250	209.50

Fisher Pivots for day following 21-Jul-2016
Pivot	1 day	3 day
R1	216.49	216.50
PP	216.41	216.42
S1	216.34	216.35

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

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