SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	165.37	163.83	-1.54	-0.9%	167.04
High	166.31	164.46	-1.85	-1.1%	167.78
Low	163.13	162.66	-0.47	-0.3%	163.13
Close	163.45	164.35	0.90	0.6%	163.45
Range	3.18	1.80	-1.38	-43.4%	4.65
ATR	1.76	1.77	0.00	0.1%	0.00
Volume	176,850,000	168,390,594	-8,459,406	-4.8%	588,686,586

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.22	168.59	165.34
R3	167.42	166.79	164.85
R2	165.62	165.62	164.68
R1	164.99	164.99	164.52	165.31
PP	163.82	163.82	163.82	163.98
S1	163.19	163.19	164.19	163.51
S2	162.02	162.02	164.02
S3	160.22	161.39	163.86
S4	158.42	159.59	163.36

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	178.74	175.74	166.01
R3	174.09	171.09	164.73
R2	169.44	169.44	164.30
R1	166.44	166.44	163.88	165.62
PP	164.79	164.79	164.79	164.37
S1	161.79	161.79	163.02	160.97
S2	160.14	160.14	162.60
S3	155.49	157.14	162.17
S4	150.84	152.49	160.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.78	162.66	5.12	3.1%	1.96	1.2%	33%	False	True	151,415,436
10	169.07	162.66	6.41	3.9%	1.93	1.2%	26%	False	True	154,462,217
20	169.07	161.42	7.65	4.7%	1.55	0.9%	38%	False	False	128,523,273
40	169.07	153.55	15.52	9.4%	1.53	0.9%	70%	False	False	130,262,963
60	169.07	153.55	15.52	9.4%	1.42	0.9%	70%	False	False	126,937,707
80	169.07	148.73	20.34	12.4%	1.40	0.9%	77%	False	False	127,833,461
100	169.07	145.64	23.43	14.3%	1.32	0.8%	80%	False	False	126,718,355
120	169.07	139.54	29.53	18.0%	1.32	0.8%	84%	False	False	130,297,620

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	0.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	172.11
2.618	169.17
1.618	167.37
1.000	166.26
0.618	165.57
HIGH	164.46
0.618	163.77
0.500	163.56
0.382	163.35
LOW	162.66
0.618	161.55
1.000	160.86
1.618	159.75
2.618	157.95
4.250	155.01

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	164.09	164.63
PP	163.82	164.53
S1	163.56	164.44

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

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