SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	149.13	149.15	0.02	0.0%	146.89
High	149.50	150.14	0.64	0.4%	148.49
Low	148.86	149.01	0.15	0.1%	146.20
Close	149.37	149.41	0.04	0.0%	148.33
Range	0.64	1.13	0.49	76.6%	2.29
ATR	1.23	1.22	-0.01	-0.6%	0.00
Volume	104,596,000	146,426,313	41,830,313	40.0%	591,328,319

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	152.91	152.29	150.03
R3	151.78	151.16	149.72
R2	150.65	150.65	149.62
R1	150.03	150.03	149.51	150.34
PP	149.52	149.52	149.52	149.68
S1	148.90	148.90	149.31	149.21
S2	148.39	148.39	149.20
S3	147.26	147.77	149.10
S4	146.13	146.64	148.79

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	150.14	147.14	3.00	2.0%	1.05	0.7%	76%	True	False	133,311,764
10	150.14	145.97	4.17	2.8%	0.92	0.6%	82%	True	False	119,880,032
20	150.14	139.54	10.60	7.1%	1.17	0.8%	93%	True	False	132,103,921
40	150.14	139.00	11.14	7.5%	1.22	0.8%	93%	True	False	136,458,428
60	150.14	134.70	15.44	10.3%	1.38	0.9%	95%	True	False	138,027,281
80	150.14	134.70	15.44	10.3%	1.36	0.9%	95%	True	False	136,001,974
100	150.14	134.70	15.44	10.3%	1.32	0.9%	95%	True	False	133,228,297
120	150.14	134.70	15.44	10.3%	1.28	0.9%	95%	True	False	128,509,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154.94
2.618	153.10
1.618	151.97
1.000	151.27
0.618	150.84
HIGH	150.14
0.618	149.71
0.500	149.58
0.382	149.44
LOW	149.01
0.618	148.31
1.000	147.88
1.618	147.18
2.618	146.05
4.250	144.21

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	149.58	149.29
PP	149.52	149.18
S1	149.47	149.06

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

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