SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	161.66	164.03	2.37	1.5%	165.31
High	164.50	164.67	0.17	0.1%	165.40
Low	161.30	162.91	1.61	1.0%	161.30
Close	164.21	163.18	-1.03	-0.6%	163.18
Range	3.20	1.76	-1.44	-45.0%	4.10
ATR	2.03	2.01	-0.02	-0.9%	0.00
Volume	163,587,609	141,197,297	-22,390,312	-13.7%	747,014,094

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	168.87	167.78	164.15
R3	167.11	166.02	163.66
R2	165.35	165.35	163.50
R1	164.26	164.26	163.34	163.93
PP	163.59	163.59	163.59	163.42
S1	162.50	162.50	163.02	162.17
S2	161.83	161.83	162.86
S3	160.07	160.74	162.70
S4	158.31	158.98	162.21

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.59	173.49	165.44
R3	171.49	169.39	164.31
R2	167.39	167.39	163.93
R1	165.29	165.29	163.56	164.29
PP	163.29	163.29	163.29	162.80
S1	161.19	161.19	162.80	160.19
S2	159.19	159.19	162.43
S3	155.09	157.09	162.05
S4	150.99	152.99	160.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.40	161.30	4.10	2.5%	2.12	1.3%	46%	False	False	149,402,818
10	165.40	160.25	5.15	3.2%	2.13	1.3%	57%	False	False	167,333,679
20	169.07	160.25	8.82	5.4%	2.01	1.2%	33%	False	False	158,968,463
40	169.07	154.12	14.95	9.2%	1.64	1.0%	61%	False	False	135,139,345
60	169.07	153.55	15.52	9.5%	1.59	1.0%	62%	False	False	134,045,105
80	169.07	148.73	20.34	12.5%	1.53	0.9%	71%	False	False	133,659,611
100	169.07	148.73	20.34	12.5%	1.43	0.9%	71%	False	False	131,382,582
120	169.07	139.54	29.53	18.1%	1.39	0.9%	80%	False	False	131,908,938

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	0.51
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	172.15
2.618	169.28
1.618	167.52
1.000	166.43
0.618	165.76
HIGH	164.67
0.618	164.00
0.500	163.79
0.382	163.58
LOW	162.91
0.618	161.82
1.000	161.15
1.618	160.06
2.618	158.30
4.250	155.43

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	163.79	163.12
PP	163.59	163.05
S1	163.38	162.99

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

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