SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2013

Day Change Summary
	Previous	Current
	22-Jan-2013	23-Jan-2013	Change	Change %	Previous Week
Open	148.33	149.13	0.80	0.5%	146.89
High	149.13	149.50	0.37	0.2%	148.49
Low	147.98	148.86	0.88	0.6%	146.20
Close	149.13	149.37	0.24	0.2%	148.33
Range	1.15	0.64	-0.51	-44.3%	2.29
ATR	1.28	1.23	-0.05	-3.6%	0.00
Volume	111,797,195	104,596,000	-7,201,195	-6.4%	591,328,319

Daily Pivots for day following 23-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	151.16	150.91	149.72
R3	150.52	150.27	149.55
R2	149.88	149.88	149.49
R1	149.63	149.63	149.43	149.76
PP	149.24	149.24	149.24	149.31
S1	148.99	148.99	149.31	149.12
S2	148.60	148.60	149.25
S3	147.96	148.35	149.19
S4	147.32	147.71	149.02

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	154.54	153.73	149.59
R3	152.25	151.44	148.96
R2	149.96	149.96	148.75
R1	149.15	149.15	148.54	149.56
PP	147.67	147.67	147.67	147.88
S1	146.86	146.86	148.12	147.27
S2	145.38	145.38	147.91
S3	143.09	144.57	147.70
S4	140.80	142.28	147.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149.50	146.61	2.89	1.9%	0.96	0.6%	96%	True	False	124,996,381
10	149.50	145.64	3.86	2.6%	0.88	0.6%	97%	True	False	114,311,952
20	149.50	139.54	9.96	6.7%	1.13	0.8%	99%	True	False	127,476,330
40	149.50	139.00	10.50	7.0%	1.22	0.8%	99%	True	False	135,300,877
60	149.50	134.70	14.80	9.9%	1.38	0.9%	99%	True	False	137,589,830
80	149.50	134.70	14.80	9.9%	1.36	0.9%	99%	True	False	136,002,920
100	149.50	134.70	14.80	9.9%	1.31	0.9%	99%	True	False	132,520,807
120	149.50	134.70	14.80	9.9%	1.28	0.9%	99%	True	False	128,293,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	152.22
2.618	151.18
1.618	150.54
1.000	150.14
0.618	149.90
HIGH	149.50
0.618	149.26
0.500	149.18
0.382	149.10
LOW	148.86
0.618	148.46
1.000	148.22
1.618	147.82
2.618	147.18
4.250	146.14

Fisher Pivots for day following 23-Jan-2013
Pivot	1 day	3 day
R1	149.31	149.07
PP	149.24	148.77
S1	149.18	148.47

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

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