SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	171.01	173.52	2.51	1.5%	166.45
High	173.52	173.60	0.08	0.0%	169.56
Low	170.58	172.59	2.01	1.2%	166.45
Close	173.05	172.76	-0.29	-0.2%	169.33
Range	2.94	1.01	-1.93	-65.6%	3.11
ATR	1.52	1.48	-0.04	-2.4%	0.00
Volume	203,460,609	146,616,797	-56,843,812	-27.9%	443,889,280

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	176.01	175.40	173.32
R3	175.00	174.39	173.04
R2	173.99	173.99	172.95
R1	173.38	173.38	172.85	173.18
PP	172.98	172.98	172.98	172.89
S1	172.37	172.37	172.67	172.17
S2	171.97	171.97	172.57
S3	170.96	171.36	172.48
S4	169.95	170.35	172.20

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	177.78	176.66	171.04
R3	174.67	173.55	170.19
R2	171.56	171.56	169.90
R1	170.44	170.44	169.62	171.00
PP	168.45	168.45	168.45	168.73
S1	167.33	167.33	169.04	167.89
S2	165.34	165.34	168.76
S3	162.23	164.22	168.47
S4	159.12	161.11	167.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173.60	168.74	4.86	2.8%	1.30	0.8%	83%	True	False	126,303,159
10	173.60	164.48	9.12	5.3%	1.28	0.7%	91%	True	False	116,243,378
20	173.60	163.05	10.55	6.1%	1.42	0.8%	92%	True	False	113,411,108
40	173.60	163.05	10.55	6.1%	1.31	0.8%	92%	True	False	106,873,727
60	173.60	159.25	14.35	8.3%	1.29	0.7%	94%	True	False	108,406,709
80	173.60	155.73	17.87	10.3%	1.54	0.9%	95%	True	False	125,720,889
100	173.60	155.73	17.87	10.3%	1.52	0.9%	95%	True	False	125,102,143
120	173.60	153.55	20.05	11.6%	1.52	0.9%	96%	True	False	126,683,418

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	177.89
2.618	176.24
1.618	175.23
1.000	174.61
0.618	174.22
HIGH	173.60
0.618	173.21
0.500	173.10
0.382	172.98
LOW	172.59
0.618	171.97
1.000	171.58
1.618	170.96
2.618	169.95
4.250	168.30

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	173.10	172.52
PP	172.98	172.27
S1	172.87	172.03

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

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