SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	168.22	168.22	0.00	0.0%	169.41
High	169.08	169.16	0.08	0.0%	169.86
Low	167.94	167.52	-0.42	-0.3%	167.52
Close	168.93	169.11	0.18	0.1%	169.11
Range	1.14	1.64	0.50	43.9%	2.34
ATR	1.50	1.51	0.01	0.7%	0.00
Volume	111,156,500	107,814,492	-3,342,008	-3.0%	492,142,984

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.52	172.95	170.01
R3	171.88	171.31	169.56
R2	170.24	170.24	169.41
R1	169.67	169.67	169.26	169.96
PP	168.60	168.60	168.60	168.74
S1	168.03	168.03	168.96	168.32
S2	166.96	166.96	168.81
S3	165.32	166.39	168.66
S4	163.68	164.75	168.21

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.85	174.82	170.40
R3	173.51	172.48	169.75
R2	171.17	171.17	169.54
R1	170.14	170.14	169.32	169.49
PP	168.83	168.83	168.83	168.50
S1	167.80	167.80	168.90	167.15
S2	166.49	166.49	168.68
S3	164.15	165.46	168.47
S4	161.81	163.12	167.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169.86	167.52	2.34	1.4%	1.19	0.7%	68%	False	True	98,428,596
10	169.86	167.07	2.79	1.6%	1.07	0.6%	73%	False	False	95,062,086
20	169.86	159.86	10.00	5.9%	1.28	0.8%	93%	False	False	109,204,647
40	169.86	155.73	14.13	8.4%	1.76	1.0%	95%	False	False	143,338,402
60	169.86	155.73	14.13	8.4%	1.66	1.0%	95%	False	False	136,656,176
80	169.86	153.55	16.31	9.6%	1.62	1.0%	95%	False	False	136,129,507
100	169.86	153.55	16.31	9.6%	1.52	0.9%	95%	False	False	131,851,290
120	169.86	148.73	21.13	12.5%	1.50	0.9%	96%	False	False	132,230,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176.13
2.618	173.45
1.618	171.81
1.000	170.80
0.618	170.17
HIGH	169.16
0.618	168.53
0.500	168.34
0.382	168.15
LOW	167.52
0.618	166.51
1.000	165.88
1.618	164.87
2.618	163.23
4.250	160.55

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	168.85	168.97
PP	168.60	168.83
S1	168.34	168.69

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

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