SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	216.53	217.19	0.66	0.3%	215.97
High	217.17	217.27	0.10	0.0%	217.37
Low	215.76	215.62	-0.14	-0.1%	215.63
Close	216.75	216.52	-0.23	-0.1%	217.24
Range	1.41	1.65	0.24	17.0%	1.74
ATR	1.85	1.84	-0.01	-0.8%	0.00
Volume	70,080,400	84,083,800	14,003,400	20.0%	301,795,600

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.42	220.62	217.43
R3	219.77	218.97	216.97
R2	218.12	218.12	216.82
R1	217.32	217.32	216.67	216.90
PP	216.47	216.47	216.47	216.26
S1	215.67	215.67	216.37	215.25
S2	214.82	214.82	216.22
S3	213.17	214.02	216.07
S4	211.52	212.37	215.61

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	217.30	215.62	1.68	0.8%	1.36	0.6%	54%	False	True	68,120,380
10	217.37	215.31	2.06	1.0%	1.22	0.6%	59%	False	False	71,021,870
20	217.37	204.72	12.65	5.8%	1.55	0.7%	93%	False	False	90,312,395
40	217.37	198.65	18.72	8.6%	1.77	0.8%	95%	False	False	103,362,870
60	217.37	198.65	18.72	8.6%	1.76	0.8%	95%	False	False	98,448,141
80	217.37	198.65	18.72	8.6%	1.77	0.8%	95%	False	False	96,272,379
100	217.37	197.38	19.99	9.2%	1.78	0.8%	96%	False	False	97,343,358
120	217.37	181.09	36.28	16.8%	1.92	0.9%	98%	False	False	103,837,766

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

Fibonacci Retracements and Extensions
4.250	224.28
2.618	221.59
1.618	219.94
1.000	218.92
0.618	218.29
HIGH	217.27
0.618	216.64
0.500	216.45
0.382	216.25
LOW	215.62
0.618	214.60
1.000	213.97
1.618	212.95
2.618	211.30
4.250	208.61

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	216.50	216.50
PP	216.47	216.47
S1	216.45	216.45

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

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