SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	164.44	163.09	-1.35	-0.8%	167.04
High	165.10	163.42	-1.68	-1.0%	167.78
Low	162.73	161.13	-1.60	-1.0%	163.13
Close	163.56	161.27	-2.29	-1.4%	163.45
Range	2.37	2.29	-0.08	-3.4%	4.65
ATR	1.81	1.85	0.04	2.4%	0.00
Volume	157,631,297	211,737,703	54,106,406	34.3%	588,686,586

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	168.81	167.33	162.53
R3	166.52	165.04	161.90
R2	164.23	164.23	161.69
R1	162.75	162.75	161.48	162.35
PP	161.94	161.94	161.94	161.74
S1	160.46	160.46	161.06	160.06
S2	159.65	159.65	160.85
S3	157.36	158.17	160.64
S4	155.07	155.88	160.01

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	161.13	5.46	3.4%	2.20	1.4%	3%	False	True	164,480,657
10	169.07	161.13	7.94	4.9%	2.17	1.3%	2%	False	True	173,311,586
20	169.07	161.13	7.94	4.9%	1.71	1.1%	2%	False	True	139,129,663
40	169.07	153.55	15.52	9.6%	1.58	1.0%	50%	False	False	134,784,858
60	169.07	153.55	15.52	9.6%	1.46	0.9%	50%	False	False	129,639,952
80	169.07	148.73	20.34	12.6%	1.43	0.9%	62%	False	False	129,130,280
100	169.07	146.20	22.87	14.2%	1.35	0.8%	66%	False	False	128,197,237
120	169.07	139.54	29.53	18.3%	1.35	0.8%	74%	False	False	131,280,604

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	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.15
2.618	169.42
1.618	167.13
1.000	165.71
0.618	164.84
HIGH	163.42
0.618	162.55
0.500	162.28
0.382	162.00
LOW	161.13
0.618	159.71
1.000	158.84
1.618	157.42
2.618	155.13
4.250	151.40

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	162.28	163.12
PP	161.94	162.50
S1	161.61	161.89

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

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