SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	216.41	217.00	0.59	0.3%	215.97
High	217.30	217.06	-0.24	-0.1%	217.37
Low	216.10	215.97	-0.13	-0.1%	215.63
Close	217.24	216.65	-0.59	-0.3%	217.24
Range	1.20	1.09	-0.11	-9.2%	1.74
ATR	1.94	1.89	-0.05	-2.5%	0.00
Volume	62,787,400	55,873,100	-6,914,300	-11.0%	301,795,600

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.83	219.33	217.25
R3	218.74	218.24	216.95
R2	217.65	217.65	216.85
R1	217.15	217.15	216.75	216.86
PP	216.56	216.56	216.56	216.41
S1	216.06	216.06	216.55	215.77
S2	215.47	215.47	216.45
S3	214.38	214.97	216.35
S4	213.29	213.88	216.05

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.97	221.34	218.20
R3	220.23	219.60	217.72
R2	218.49	218.49	217.56
R1	217.86	217.86	217.40	218.18
PP	216.75	216.75	216.75	216.90
S1	216.12	216.12	217.08	216.44
S2	215.01	215.01	216.92
S3	213.27	214.38	216.76
S4	211.53	212.64	216.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.37	215.63	1.74	0.8%	1.10	0.5%	59%	False	False	59,788,560
10	217.37	213.43	3.94	1.8%	1.21	0.6%	82%	False	False	74,465,419
20	217.37	198.65	18.72	8.6%	1.65	0.8%	96%	False	False	103,022,725
40	217.37	198.65	18.72	8.6%	1.75	0.8%	96%	False	False	103,861,027
60	217.37	198.65	18.72	8.6%	1.77	0.8%	96%	False	False	99,288,938
80	217.37	198.65	18.72	8.6%	1.78	0.8%	96%	False	False	96,569,330
100	217.37	197.38	19.99	9.2%	1.79	0.8%	96%	False	False	98,046,373
120	217.37	181.09	36.28	16.7%	1.96	0.9%	98%	False	False	105,424,619

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	221.69
2.618	219.91
1.618	218.82
1.000	218.15
0.618	217.73
HIGH	217.06
0.618	216.64
0.500	216.52
0.382	216.39
LOW	215.97
0.618	215.30
1.000	214.88
1.618	214.21
2.618	213.12
4.250	211.34

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	216.61	216.61
PP	216.56	216.57
S1	216.52	216.53

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

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