SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	165.60	161.86	-3.74	-2.3%	165.31
High	165.89	163.47	-2.42	-1.5%	165.40
Low	163.38	158.98	-4.40	-2.7%	161.30
Close	163.45	159.40	-4.05	-2.5%	163.18
Range	2.51	4.49	1.98	78.9%	4.10
ATR	2.02	2.19	0.18	8.8%	0.00
Volume	206,149,406	321,255,813	115,106,407	55.8%	747,014,094

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	174.09	171.23	161.87
R3	169.60	166.74	160.63
R2	165.11	165.11	160.22
R1	162.25	162.25	159.81	161.44
PP	160.62	160.62	160.62	160.21
S1	157.76	157.76	158.99	156.95
S2	156.13	156.13	158.58
S3	151.64	153.27	158.17
S4	147.15	148.78	156.93

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	165.99	158.98	7.01	4.4%	2.45	1.5%	6%	False	True	183,918,704
10	165.99	158.98	7.01	4.4%	2.29	1.4%	6%	False	True	171,374,802
20	167.78	158.98	8.80	5.5%	2.16	1.4%	5%	False	True	170,152,880
40	169.07	157.73	11.34	7.1%	1.75	1.1%	15%	False	False	141,620,170
60	169.07	153.55	15.52	9.7%	1.68	1.1%	38%	False	False	139,052,604
80	169.07	149.76	19.31	12.1%	1.56	1.0%	50%	False	False	134,364,135
100	169.07	148.73	20.34	12.8%	1.50	0.9%	52%	False	False	134,050,585
120	169.07	139.54	29.53	18.5%	1.43	0.9%	67%	False	False	133,607,019

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	0.54
Widest range in 389 trading days

Fibonacci Retracements and Extensions
4.250	182.55
2.618	175.22
1.618	170.73
1.000	167.96
0.618	166.24
HIGH	163.47
0.618	161.75
0.500	161.23
0.382	160.70
LOW	158.98
0.618	156.21
1.000	154.49
1.618	151.72
2.618	147.23
4.250	139.90

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	161.23	162.49
PP	160.62	161.46
S1	160.01	160.43

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

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