SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	165.31	163.30	-2.01	-1.2%	163.83
High	165.40	164.54	-0.86	-0.5%	165.10
Low	164.37	162.74	-1.63	-1.0%	160.25
Close	164.80	163.10	-1.70	-1.0%	164.80
Range	1.03	1.80	0.77	74.8%	4.85
ATR	1.86	1.87	0.01	0.8%	0.00
Volume	105,667,000	159,505,297	53,838,297	51.0%	926,322,703

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	168.86	167.78	164.09
R3	167.06	165.98	163.60
R2	165.26	165.26	163.43
R1	164.18	164.18	163.27	163.82
PP	163.46	163.46	163.46	163.28
S1	162.38	162.38	162.94	162.02
S2	161.66	161.66	162.77
S3	159.86	160.58	162.61
S4	158.06	158.78	162.11

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	3.2%	1.88	1.2%	55%	False	False	173,094,621
10	166.59	160.25	6.34	3.9%	1.96	1.2%	45%	False	False	163,650,199
20	169.07	160.25	8.82	5.4%	1.85	1.1%	32%	False	False	152,356,259
40	169.07	153.55	15.52	9.5%	1.58	1.0%	62%	False	False	136,641,437
60	169.07	153.55	15.52	9.5%	1.53	0.9%	62%	False	False	132,814,919
80	169.07	148.73	20.34	12.5%	1.48	0.9%	71%	False	False	133,522,920
100	169.07	147.14	21.93	13.4%	1.39	0.9%	73%	False	False	130,719,529
120	169.07	139.54	29.53	18.1%	1.36	0.8%	80%	False	False	132,036,464

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	0.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	172.19
2.618	169.25
1.618	167.45
1.000	166.34
0.618	165.65
HIGH	164.54
0.618	163.85
0.500	163.64
0.382	163.43
LOW	162.74
0.618	161.63
1.000	160.94
1.618	159.83
2.618	158.03
4.250	155.09

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	163.64	164.07
PP	163.46	163.75
S1	163.28	163.42

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

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