SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	158.48	159.87	1.39	0.9%	164.29
High	160.10	160.50	0.40	0.2%	165.99
Low	157.42	159.25	1.83	1.2%	157.47
Close	158.58	160.14	1.56	1.0%	159.07
Range	2.68	1.25	-1.43	-53.4%	8.52
ATR	2.34	2.31	-0.03	-1.3%	0.00
Volume	162,262,000	134,847,906	-27,414,094	-16.9%	1,050,328,133

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	163.71	163.18	160.83
R3	162.46	161.93	160.48
R2	161.21	161.21	160.37
R1	160.68	160.68	160.25	160.95
PP	159.96	159.96	159.96	160.10
S1	159.43	159.43	160.03	159.70
S2	158.71	158.71	159.91
S3	157.46	158.18	159.80
S4	156.21	156.93	159.45

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	163.47	155.73	7.74	4.8%	2.68	1.7%	57%	False	False	222,526,465
10	165.99	155.73	10.26	6.4%	2.44	1.5%	43%	False	False	187,455,764
20	166.59	155.73	10.86	6.8%	2.26	1.4%	41%	False	False	176,387,661
40	169.07	155.73	13.34	8.3%	1.87	1.2%	33%	False	False	150,616,228
60	169.07	153.55	15.52	9.7%	1.75	1.1%	42%	False	False	145,515,855
80	169.07	153.55	15.52	9.7%	1.58	1.0%	42%	False	False	137,415,193
100	169.07	148.73	20.34	12.7%	1.55	1.0%	56%	False	False	137,131,443
120	169.07	144.98	24.09	15.0%	1.45	0.9%	63%	False	False	134,121,996

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.67
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	165.81
2.618	163.77
1.618	162.52
1.000	161.75
0.618	161.27
HIGH	160.50
0.618	160.02
0.500	159.88
0.382	159.73
LOW	159.25
0.618	158.48
1.000	158.00
1.618	157.23
2.618	155.98
4.250	153.94

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	160.05	159.47
PP	159.96	158.79
S1	159.88	158.12

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

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