SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	216.29	216.46	0.17	0.1%	217.00
High	217.11	217.54	0.43	0.2%	217.54
Low	215.75	216.13	0.38	0.2%	215.62
Close	216.77	217.12	0.35	0.2%	217.12
Range	1.36	1.41	0.05	3.7%	1.92
ATR	1.81	1.78	-0.03	-1.6%	0.00
Volume	65,035,600	79,519,400	14,483,800	22.3%	354,592,300

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.16	220.55	217.90
R3	219.75	219.14	217.51
R2	218.34	218.34	217.38
R1	217.73	217.73	217.25	218.04
PP	216.93	216.93	216.93	217.08
S1	216.32	216.32	216.99	216.63
S2	215.52	215.52	216.86
S3	214.11	214.91	216.73
S4	212.70	213.50	216.34

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.52	221.74	218.18
R3	220.60	219.82	217.65
R2	218.68	218.68	217.47
R1	217.90	217.90	217.30	218.29
PP	216.76	216.76	216.76	216.96
S1	215.98	215.98	216.94	216.37
S2	214.84	214.84	216.77
S3	212.92	214.06	216.59
S4	211.00	212.14	216.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.54	215.62	1.92	0.9%	1.38	0.6%	78%	True	False	70,918,460
10	217.54	215.62	1.92	0.9%	1.23	0.6%	78%	True	False	65,638,790
20	217.54	207.06	10.48	4.8%	1.43	0.7%	96%	True	False	82,422,614
40	217.54	198.65	18.89	8.7%	1.76	0.8%	98%	True	False	103,652,222
60	217.54	198.65	18.89	8.7%	1.75	0.8%	98%	True	False	97,546,294
80	217.54	198.65	18.89	8.7%	1.74	0.8%	98%	True	False	95,685,544
100	217.54	197.38	20.16	9.3%	1.77	0.8%	98%	True	False	96,546,970
120	217.54	181.09	36.45	16.8%	1.88	0.9%	99%	True	False	101,939,767

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.53
2.618	221.23
1.618	219.82
1.000	218.95
0.618	218.41
HIGH	217.54
0.618	217.00
0.500	216.84
0.382	216.67
LOW	216.13
0.618	215.26
1.000	214.72
1.618	213.85
2.618	212.44
4.250	210.14

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	217.03	216.94
PP	216.93	216.76
S1	216.84	216.58

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

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