SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	161.10	160.63	-0.47	-0.3%	157.41
High	161.82	161.40	-0.42	-0.3%	161.82
Low	160.95	159.86	-1.09	-0.7%	155.73
Close	161.08	160.42	-0.66	-0.4%	160.42
Range	0.87	1.54	0.67	77.0%	6.09
ATR	2.26	2.21	-0.05	-2.3%	0.00
Volume	129,483,602	160,402,891	30,919,289	23.9%	809,331,102

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	165.18	164.34	161.27
R3	163.64	162.80	160.84
R2	162.10	162.10	160.70
R1	161.26	161.26	160.56	160.91
PP	160.56	160.56	160.56	160.39
S1	159.72	159.72	160.28	159.37
S2	159.02	159.02	160.14
S3	157.48	158.18	160.00
S4	155.94	156.64	159.57

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	177.59	175.10	163.77
R3	171.50	169.01	162.09
R2	165.41	165.41	161.54
R1	162.92	162.92	160.98	164.17
PP	159.32	159.32	159.32	159.95
S1	156.83	156.83	159.86	158.08
S2	153.23	153.23	159.30
S3	147.14	150.74	158.75
S4	141.05	144.65	157.07

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%	1.81	1.1%	77%	False	False	161,866,220
10	165.99	155.73	10.26	6.4%	2.18	1.4%	46%	False	False	185,965,923
20	165.99	155.73	10.26	6.4%	2.16	1.3%	46%	False	False	176,649,801
40	169.07	155.73	13.34	8.3%	1.86	1.2%	35%	False	False	151,981,825
60	169.07	153.55	15.52	9.7%	1.74	1.1%	44%	False	False	145,579,761
80	169.07	153.55	15.52	9.7%	1.59	1.0%	44%	False	False	138,337,114
100	169.07	148.73	20.34	12.7%	1.54	1.0%	57%	False	False	137,300,450
120	169.07	144.98	24.09	15.0%	1.45	0.9%	64%	False	False	134,647,550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	167.95
2.618	165.43
1.618	163.89
1.000	162.94
0.618	162.35
HIGH	161.40
0.618	160.81
0.500	160.63
0.382	160.45
LOW	159.86
0.618	158.91
1.000	158.32
1.618	157.37
2.618	155.83
4.250	153.32

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	160.63	160.54
PP	160.56	160.50
S1	160.49	160.46

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

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