SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	215.48	216.31	0.83	0.4%	217.00
High	216.24	216.78	0.54	0.2%	217.54
Low	215.13	214.25	-0.88	-0.4%	215.62
Close	216.18	216.41	0.23	0.1%	217.12
Range	1.11	2.53	1.42	127.9%	1.92
ATR	1.74	1.79	0.06	3.3%	0.00
Volume	53,993,600	46,585,500	-7,408,100	-13.7%	354,592,300

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	223.40	222.44	217.80
R3	220.87	219.91	217.11
R2	218.34	218.34	216.87
R1	217.38	217.38	216.64	217.86
PP	215.81	215.81	215.81	216.06
S1	214.85	214.85	216.18	215.33
S2	213.28	213.28	215.95
S3	210.75	212.32	215.71
S4	208.22	209.79	215.02

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	214.25	3.40	1.6%	1.71	0.8%	64%	False	True	69,141,060
10	217.65	214.25	3.40	1.6%	1.53	0.7%	64%	False	True	68,356,560
20	217.65	210.78	6.87	3.2%	1.42	0.7%	82%	False	False	75,858,204
40	217.65	198.65	19.00	8.8%	1.82	0.8%	93%	False	False	102,962,132
60	217.65	198.65	19.00	8.8%	1.77	0.8%	93%	False	False	96,836,373
80	217.65	198.65	19.00	8.8%	1.71	0.8%	93%	False	False	93,912,773
100	217.65	198.65	19.00	8.8%	1.75	0.8%	93%	False	False	94,576,666
120	217.65	187.63	30.02	13.9%	1.83	0.8%	96%	False	False	98,496,171

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	227.53
2.618	223.40
1.618	220.87
1.000	219.31
0.618	218.34
HIGH	216.78
0.618	215.81
0.500	215.52
0.382	215.22
LOW	214.25
0.618	212.69
1.000	211.72
1.618	210.16
2.618	207.63
4.250	203.50

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	216.11	216.12
PP	215.81	215.83
S1	215.52	215.54

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

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