SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	163.30	164.22	0.92	0.6%	163.83
High	164.54	164.39	-0.15	-0.1%	165.10
Low	162.74	161.60	-1.14	-0.7%	160.25
Close	163.10	161.75	-1.35	-0.8%	164.80
Range	1.80	2.79	0.99	55.0%	4.85
ATR	1.87	1.94	0.07	3.5%	0.00
Volume	159,505,297	177,056,891	17,551,594	11.0%	926,322,703

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.95	169.14	163.28
R3	168.16	166.35	162.52
R2	165.37	165.37	162.26
R1	163.56	163.56	162.01	163.07
PP	162.58	162.58	162.58	162.34
S1	160.77	160.77	161.49	160.28
S2	159.79	159.79	161.24
S3	157.00	157.98	160.98
S4	154.21	155.19	160.22

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%	1.98	1.2%	29%	False	False	166,158,459
10	166.59	160.25	6.34	3.9%	2.09	1.3%	24%	False	False	165,319,558
20	169.07	160.25	8.82	5.5%	1.90	1.2%	17%	False	False	155,259,063
40	169.07	153.55	15.52	9.6%	1.61	1.0%	53%	False	False	137,380,165
60	169.07	153.55	15.52	9.6%	1.55	1.0%	53%	False	False	133,654,130
80	169.07	148.73	20.34	12.6%	1.51	0.9%	64%	False	False	133,045,801
100	169.07	147.43	21.64	13.4%	1.40	0.9%	66%	False	False	131,151,764
120	169.07	139.54	29.53	18.3%	1.37	0.8%	75%	False	False	132,030,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	176.25
2.618	171.69
1.618	168.90
1.000	167.18
0.618	166.11
HIGH	164.39
0.618	163.32
0.500	163.00
0.382	162.67
LOW	161.60
0.618	159.88
1.000	158.81
1.618	157.09
2.618	154.30
4.250	149.74

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	163.00	163.50
PP	162.58	162.92
S1	162.17	162.33

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

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