SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	217.19	216.65	-0.54	-0.2%	217.00
High	217.65	216.83	-0.82	-0.4%	217.54
Low	216.41	214.57	-1.84	-0.9%	215.62
Close	216.94	215.55	-1.39	-0.6%	217.12
Range	1.24	2.26	1.02	82.3%	1.92
ATR	1.74	1.78	0.05	2.6%	0.00
Volume	73,311,400	92,295,400	18,984,000	25.9%	354,592,300

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.43	221.25	216.79
R3	220.17	218.99	216.17
R2	217.91	217.91	215.96
R1	216.73	216.73	215.76	216.19
PP	215.65	215.65	215.65	215.38
S1	214.47	214.47	215.34	213.93
S2	213.39	213.39	215.14
S3	211.13	212.21	214.93
S4	208.87	209.95	214.31

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	217.65	214.57	3.08	1.4%	1.58	0.7%	32%	False	True	78,849,120
10	217.65	214.57	3.08	1.4%	1.42	0.7%	32%	False	True	70,892,310
20	217.65	207.06	10.59	4.9%	1.47	0.7%	80%	False	False	79,910,009
40	217.65	198.65	19.00	8.8%	1.77	0.8%	89%	False	False	103,626,290
60	217.65	198.65	19.00	8.8%	1.76	0.8%	89%	False	False	97,690,839
80	217.65	198.65	19.00	8.8%	1.73	0.8%	89%	False	False	95,144,384
100	217.65	198.65	19.00	8.8%	1.75	0.8%	89%	False	False	95,686,639
120	217.65	181.09	36.56	17.0%	1.85	0.9%	94%	False	False	100,547,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	226.44
2.618	222.75
1.618	220.49
1.000	219.09
0.618	218.23
HIGH	216.83
0.618	215.97
0.500	215.70
0.382	215.43
LOW	214.57
0.618	213.17
1.000	212.31
1.618	210.91
2.618	208.65
4.250	204.97

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	215.70	216.11
PP	215.65	215.92
S1	215.60	215.74

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

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