SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	216.65	215.48	-1.17	-0.5%	217.00
High	216.83	216.24	-0.59	-0.3%	217.54
Low	214.57	215.13	0.56	0.3%	215.62
Close	215.55	216.18	0.63	0.3%	217.12
Range	2.26	1.11	-1.15	-50.9%	1.92
ATR	1.78	1.74	-0.05	-2.7%	0.00
Volume	92,295,400	53,993,600	-38,301,800	-41.5%	354,592,300

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.18	218.79	216.79
R3	218.07	217.68	216.49
R2	216.96	216.96	216.38
R1	216.57	216.57	216.28	216.77
PP	215.85	215.85	215.85	215.95
S1	215.46	215.46	216.08	215.66
S2	214.74	214.74	215.98
S3	213.63	214.35	215.87
S4	212.52	213.24	215.57

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%	1.48	0.7%	52%	False	False	72,831,080
10	217.65	214.57	3.08	1.4%	1.42	0.7%	52%	False	False	70,475,730
20	217.65	208.63	9.02	4.2%	1.39	0.6%	84%	False	False	77,808,619
40	217.65	198.65	19.00	8.8%	1.78	0.8%	92%	False	False	103,451,767
60	217.65	198.65	19.00	8.8%	1.76	0.8%	92%	False	False	97,351,151
80	217.65	198.65	19.00	8.8%	1.71	0.8%	92%	False	False	94,772,337
100	217.65	198.65	19.00	8.8%	1.73	0.8%	92%	False	False	94,846,930
120	217.65	183.96	33.69	15.6%	1.83	0.8%	96%	False	False	99,171,561

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	220.96
2.618	219.15
1.618	218.04
1.000	217.35
0.618	216.93
HIGH	216.24
0.618	215.82
0.500	215.69
0.382	215.55
LOW	215.13
0.618	214.44
1.000	214.02
1.618	213.33
2.618	212.22
4.250	210.41

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	216.02	216.16
PP	215.85	216.13
S1	215.69	216.11

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

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