SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	163.09	161.20	-1.89	-1.2%	167.04
High	163.42	162.74	-0.68	-0.4%	167.78
Low	161.13	160.25	-0.88	-0.5%	163.13
Close	161.27	162.73	1.46	0.9%	163.45
Range	2.29	2.49	0.20	8.7%	4.65
ATR	1.85	1.90	0.05	2.5%	0.00
Volume	211,737,703	200,225,406	-11,512,297	-5.4%	588,686,586

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.38	168.54	164.10
R3	166.89	166.05	163.41
R2	164.40	164.40	163.19
R1	163.56	163.56	162.96	163.98
PP	161.91	161.91	161.91	162.12
S1	161.07	161.07	162.50	161.49
S2	159.42	159.42	162.27
S3	156.93	158.58	162.05
S4	154.44	156.09	161.36

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	166.31	160.25	6.06	3.7%	2.43	1.5%	41%	False	True	182,967,000
10	167.78	160.25	7.53	4.6%	2.03	1.2%	33%	False	True	168,930,958
20	169.07	160.25	8.82	5.4%	1.78	1.1%	28%	False	True	144,269,978
40	169.07	153.55	15.52	9.5%	1.60	1.0%	59%	False	False	136,397,718
60	169.07	153.55	15.52	9.5%	1.49	0.9%	59%	False	False	131,214,447
80	169.07	148.73	20.34	12.5%	1.46	0.9%	69%	False	False	130,710,911
100	169.07	146.20	22.87	14.1%	1.36	0.8%	72%	False	False	129,060,319
120	169.07	139.54	29.53	18.1%	1.36	0.8%	79%	False	False	131,733,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.55
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	173.32
2.618	169.26
1.618	166.77
1.000	165.23
0.618	164.28
HIGH	162.74
0.618	161.79
0.500	161.50
0.382	161.20
LOW	160.25
0.618	158.71
1.000	157.76
1.618	156.22
2.618	153.73
4.250	149.67

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	162.32	162.71
PP	161.91	162.69
S1	161.50	162.68

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

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