SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	217.19	216.29	-0.90	-0.4%	215.97
High	217.27	217.11	-0.16	-0.1%	217.37
Low	215.62	215.75	0.13	0.1%	215.63
Close	216.52	216.77	0.25	0.1%	217.24
Range	1.65	1.36	-0.29	-17.6%	1.74
ATR	1.84	1.81	-0.03	-1.9%	0.00
Volume	84,083,800	65,035,600	-19,048,200	-22.7%	301,795,600

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.62	220.06	217.52
R3	219.26	218.70	217.14
R2	217.90	217.90	217.02
R1	217.34	217.34	216.89	217.62
PP	216.54	216.54	216.54	216.69
S1	215.98	215.98	216.65	216.26
S2	215.18	215.18	216.52
S3	213.82	214.62	216.40
S4	212.46	213.26	216.02

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%	1.34	0.6%	68%	False	False	67,572,060
10	217.37	215.31	2.06	1.0%	1.25	0.6%	71%	False	False	68,402,350
20	217.37	206.56	10.81	5.0%	1.51	0.7%	94%	False	False	86,697,744
40	217.37	198.65	18.72	8.6%	1.77	0.8%	97%	False	False	103,240,355
60	217.37	198.65	18.72	8.6%	1.75	0.8%	97%	False	False	97,758,366
80	217.37	198.65	18.72	8.6%	1.75	0.8%	97%	False	False	95,839,548
100	217.37	197.38	19.99	9.2%	1.77	0.8%	97%	False	False	96,991,524
120	217.37	181.09	36.28	16.7%	1.89	0.9%	98%	False	False	102,873,160

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	222.89
2.618	220.67
1.618	219.31
1.000	218.47
0.618	217.95
HIGH	217.11
0.618	216.59
0.500	216.43
0.382	216.27
LOW	215.75
0.618	214.91
1.000	214.39
1.618	213.55
2.618	212.19
4.250	209.97

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	216.66	216.66
PP	216.54	216.55
S1	216.43	216.45

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

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