SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	163.85	165.31	1.46	0.9%	163.83
High	164.95	165.40	0.45	0.3%	165.10
Low	163.14	164.37	1.23	0.8%	160.25
Close	164.80	164.80	0.00	0.0%	164.80
Range	1.81	1.03	-0.78	-43.1%	4.85
ATR	1.92	1.86	-0.06	-3.3%	0.00
Volume	188,337,703	105,667,000	-82,670,703	-43.9%	926,322,703

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	167.95	167.40	165.37
R3	166.92	166.37	165.08
R2	165.89	165.89	164.99
R1	165.34	165.34	164.89	165.10
PP	164.86	164.86	164.86	164.74
S1	164.31	164.31	164.71	164.07
S2	163.83	163.83	164.61
S3	162.80	163.28	164.52
S4	161.77	162.25	164.23

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	165.40	160.25	5.15	3.1%	2.00	1.2%	88%	True	False	172,719,821
10	167.78	160.25	7.53	4.6%	1.98	1.2%	60%	False	False	162,067,628
20	169.07	160.25	8.82	5.4%	1.81	1.1%	52%	False	False	148,473,149
40	169.07	153.55	15.52	9.4%	1.61	1.0%	72%	False	False	138,085,280
60	169.07	153.55	15.52	9.4%	1.51	0.9%	72%	False	False	132,466,515
80	169.07	148.73	20.34	12.3%	1.47	0.9%	79%	False	False	132,539,531
100	169.07	146.61	22.46	13.6%	1.38	0.8%	81%	False	False	130,172,970
120	169.07	139.54	29.53	17.9%	1.36	0.8%	86%	False	False	131,905,051

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.56
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	169.78
2.618	168.10
1.618	167.07
1.000	166.43
0.618	166.04
HIGH	165.40
0.618	165.01
0.500	164.89
0.382	164.76
LOW	164.37
0.618	163.73
1.000	163.34
1.618	162.70
2.618	161.67
4.250	159.99

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	164.89	164.14
PP	164.86	163.48
S1	164.83	162.83

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

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