SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	161.86	159.64	-2.22	-1.4%	164.29
High	163.47	159.76	-3.71	-2.3%	165.99
Low	158.98	157.47	-1.51	-0.9%	157.47
Close	159.40	159.07	-0.33	-0.2%	159.07
Range	4.49	2.29	-2.20	-49.0%	8.52
ATR	2.19	2.20	0.01	0.3%	0.00
Volume	321,255,813	271,931,906	-49,323,907	-15.4%	1,050,328,133

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	165.64	164.64	160.33
R3	163.35	162.35	159.70
R2	161.06	161.06	159.49
R1	160.06	160.06	159.28	159.42
PP	158.77	158.77	158.77	158.44
S1	157.77	157.77	158.86	157.13
S2	156.48	156.48	158.65
S3	154.19	155.48	158.44
S4	151.90	153.19	157.81

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	186.40	181.26	163.76
R3	177.88	172.74	161.41
R2	169.36	169.36	160.63
R1	164.22	164.22	159.85	162.53
PP	160.84	160.84	160.84	160.00
S1	155.70	155.70	158.29	154.01
S2	152.32	152.32	157.51
S3	143.80	147.18	156.73
S4	135.28	138.66	154.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.99	157.47	8.52	5.4%	2.55	1.6%	19%	False	True	210,065,626
10	165.99	157.47	8.52	5.4%	2.33	1.5%	19%	False	True	179,734,222
20	167.78	157.47	10.31	6.5%	2.17	1.4%	16%	False	True	173,196,265
40	169.07	157.47	11.60	7.3%	1.78	1.1%	14%	False	True	145,141,955
60	169.07	153.55	15.52	9.8%	1.69	1.1%	36%	False	False	141,918,960
80	169.07	150.41	18.66	11.7%	1.56	1.0%	46%	False	False	135,878,512
100	169.07	148.73	20.34	12.8%	1.51	1.0%	51%	False	False	135,712,961
120	169.07	139.54	29.53	18.6%	1.44	0.9%	66%	False	False	134,633,064

Crabel Price Patterns
NR	True
NR4	False
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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169.49
2.618	165.76
1.618	163.47
1.000	162.05
0.618	161.18
HIGH	159.76
0.618	158.89
0.500	158.62
0.382	158.34
LOW	157.47
0.618	156.05
1.000	155.18
1.618	153.76
2.618	151.47
4.250	147.74

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	158.92	161.68
PP	158.77	160.81
S1	158.62	159.94

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

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