SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	161.20	163.85	2.65	1.6%	163.83
High	162.74	164.95	2.21	1.4%	165.10
Low	160.25	163.14	2.89	1.8%	160.25
Close	162.73	164.80	2.07	1.3%	164.80
Range	2.49	1.81	-0.68	-27.3%	4.85
ATR	1.90	1.92	0.02	1.2%	0.00
Volume	200,225,406	188,337,703	-11,887,703	-5.9%	926,322,703

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.73	169.07	165.80
R3	167.92	167.26	165.30
R2	166.11	166.11	165.13
R1	165.45	165.45	164.97	165.78
PP	164.30	164.30	164.30	164.46
S1	163.64	163.64	164.63	163.97
S2	162.49	162.49	164.47
S3	160.68	161.83	164.30
S4	158.87	160.02	163.80

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	177.93	176.22	167.47
R3	173.08	171.37	166.13
R2	168.23	168.23	165.69
R1	166.52	166.52	165.24	167.38
PP	163.38	163.38	163.38	163.81
S1	161.67	161.67	164.36	162.53
S2	158.53	158.53	163.91
S3	153.68	156.82	163.47
S4	148.83	151.97	162.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.10	160.25	4.85	2.9%	2.15	1.3%	94%	False	False	185,264,540
10	167.78	160.25	7.53	4.6%	2.01	1.2%	60%	False	False	166,658,308
20	169.07	160.25	8.82	5.4%	1.81	1.1%	52%	False	False	148,349,939
40	169.07	153.55	15.52	9.4%	1.61	1.0%	72%	False	False	138,352,600
60	169.07	153.55	15.52	9.4%	1.51	0.9%	72%	False	False	132,810,896
80	169.07	148.73	20.34	12.3%	1.47	0.9%	79%	False	False	132,247,725
100	169.07	146.20	22.87	13.9%	1.38	0.8%	81%	False	False	130,048,025
120	169.07	139.54	29.53	17.9%	1.36	0.8%	86%	False	False	132,172,006

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	172.64
2.618	169.69
1.618	167.88
1.000	166.76
0.618	166.07
HIGH	164.95
0.618	164.26
0.500	164.05
0.382	163.83
LOW	163.14
0.618	162.02
1.000	161.33
1.618	160.21
2.618	158.40
4.250	155.45

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	164.55	164.07
PP	164.30	163.33
S1	164.05	162.60

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

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