SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	163.83	164.44	0.61	0.4%	167.04
High	164.46	165.10	0.64	0.4%	167.78
Low	162.66	162.73	0.07	0.0%	163.13
Close	164.35	163.56	-0.79	-0.5%	163.45
Range	1.80	2.37	0.57	31.7%	4.65
ATR	1.77	1.81	0.04	2.4%	0.00
Volume	168,390,594	157,631,297	-10,759,297	-6.4%	588,686,586

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.91	169.60	164.86
R3	168.54	167.23	164.21
R2	166.17	166.17	163.99
R1	164.86	164.86	163.78	164.33
PP	163.80	163.80	163.80	163.53
S1	162.49	162.49	163.34	161.96
S2	161.43	161.43	163.13
S3	159.06	160.12	162.91
S4	156.69	157.75	162.26

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	166.59	162.66	3.93	2.4%	2.04	1.2%	23%	False	False	154,205,776
10	169.07	162.66	6.41	3.9%	2.07	1.3%	14%	False	False	161,718,236
20	169.07	161.67	7.40	4.5%	1.64	1.0%	26%	False	False	133,060,733
40	169.07	153.55	15.52	9.5%	1.55	0.9%	64%	False	False	132,039,468
60	169.07	153.55	15.52	9.5%	1.44	0.9%	64%	False	False	127,506,769
80	169.07	148.73	20.34	12.4%	1.41	0.9%	73%	False	False	127,772,729
100	169.07	145.97	23.10	14.1%	1.33	0.8%	76%	False	False	127,387,213
120	169.07	139.54	29.53	18.1%	1.34	0.8%	81%	False	False	130,787,542

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	0.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	175.17
2.618	171.30
1.618	168.93
1.000	167.47
0.618	166.56
HIGH	165.10
0.618	164.19
0.500	163.92
0.382	163.64
LOW	162.73
0.618	161.27
1.000	160.36
1.618	158.90
2.618	156.53
4.250	152.66

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	163.92	164.49
PP	163.80	164.18
S1	163.68	163.87

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

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