SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	150.65	150.32	-0.33	-0.2%	150.29
High	151.42	151.27	-0.15	-0.1%	151.42
Low	150.39	149.43	-0.96	-0.6%	149.51
Close	151.24	149.54	-1.70	-1.1%	151.24
Range	1.03	1.84	0.81	78.6%	1.91
ATR	1.18	1.22	0.05	4.0%	0.00
Volume	131,173,000	159,073,500	27,900,500	21.3%	596,648,290

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	155.60	154.41	150.55
R3	153.76	152.57	150.05
R2	151.92	151.92	149.88
R1	150.73	150.73	149.71	150.41
PP	150.08	150.08	150.08	149.92
S1	148.89	148.89	149.37	148.57
S2	148.24	148.24	149.20
S3	146.40	147.05	149.03
S4	144.56	145.21	148.53

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	156.45	155.76	152.29
R3	154.54	153.85	151.77
R2	152.63	152.63	151.59
R1	151.94	151.94	151.42	152.29
PP	150.72	150.72	150.72	150.90
S1	150.03	150.03	151.06	150.38
S2	148.81	148.81	150.89
S3	146.90	148.12	150.71
S4	144.99	146.21	150.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.42	149.43	1.99	1.3%	1.17	0.8%	6%	False	True	128,472,837
10	151.42	147.98	3.44	2.3%	1.05	0.7%	45%	False	False	126,575,729
20	151.42	144.98	6.44	4.3%	0.97	0.6%	71%	False	False	121,187,555
40	151.42	139.54	11.88	7.9%	1.16	0.8%	84%	False	False	134,207,732
60	151.42	134.70	16.72	11.2%	1.32	0.9%	89%	False	False	139,275,190
80	151.42	134.70	16.72	11.2%	1.34	0.9%	89%	False	False	136,259,993
100	151.42	134.70	16.72	11.2%	1.32	0.9%	89%	False	False	134,253,704
120	151.42	134.70	16.72	11.2%	1.27	0.8%	89%	False	False	128,775,113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	159.09
2.618	156.09
1.618	154.25
1.000	153.11
0.618	152.41
HIGH	151.27
0.618	150.57
0.500	150.35
0.382	150.13
LOW	149.43
0.618	148.29
1.000	147.59
1.618	146.45
2.618	144.61
4.250	141.61

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	150.35	150.43
PP	150.08	150.13
S1	149.81	149.84

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

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