SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	159.87	161.10	1.23	0.8%	164.29
High	160.50	161.82	1.32	0.8%	165.99
Low	159.25	160.95	1.70	1.1%	157.47
Close	160.14	161.08	0.94	0.6%	159.07
Range	1.25	0.87	-0.38	-30.4%	8.52
ATR	2.31	2.26	-0.04	-1.9%	0.00
Volume	134,847,906	129,483,602	-5,364,304	-4.0%	1,050,328,133

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	163.89	163.36	161.56
R3	163.02	162.49	161.32
R2	162.15	162.15	161.24
R1	161.62	161.62	161.16	161.45
PP	161.28	161.28	161.28	161.20
S1	160.75	160.75	161.00	160.58
S2	160.41	160.41	160.92
S3	159.54	159.88	160.84
S4	158.67	159.01	160.60

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	161.82	155.73	6.09	3.8%	1.96	1.2%	88%	True	False	184,172,023
10	165.99	155.73	10.26	6.4%	2.20	1.4%	52%	False	False	184,045,364
20	166.31	155.73	10.58	6.6%	2.24	1.4%	51%	False	False	177,472,157
40	169.07	155.73	13.34	8.3%	1.86	1.2%	40%	False	False	150,381,940
60	169.07	153.55	15.52	9.6%	1.73	1.1%	49%	False	False	145,104,461
80	169.07	153.55	15.52	9.6%	1.58	1.0%	49%	False	False	137,512,951
100	169.07	148.73	20.34	12.6%	1.54	1.0%	61%	False	False	136,835,544
120	169.07	144.98	24.09	15.0%	1.45	0.9%	67%	False	False	134,227,546

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	0.65
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	165.52
2.618	164.10
1.618	163.23
1.000	162.69
0.618	162.36
HIGH	161.82
0.618	161.49
0.500	161.39
0.382	161.28
LOW	160.95
0.618	160.41
1.000	160.08
1.618	159.54
2.618	158.67
4.250	157.25

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	161.39	160.59
PP	161.28	160.11
S1	161.18	159.62

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

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