SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	161.26	161.12	-0.14	-0.1%	157.41
High	162.48	162.30	-0.18	-0.1%	161.82
Low	161.08	160.50	-0.58	-0.4%	155.73
Close	161.36	161.21	-0.15	-0.1%	160.42
Range	1.40	1.80	0.40	28.6%	6.09
ATR	2.20	2.17	-0.03	-1.3%	0.00
Volume	131,954,797	154,863,594	22,908,797	17.4%	809,331,102

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	166.74	165.77	162.20
R3	164.94	163.97	161.71
R2	163.14	163.14	161.54
R1	162.17	162.17	161.38	162.66
PP	161.34	161.34	161.34	161.58
S1	160.37	160.37	161.05	160.86
S2	159.54	159.54	160.88
S3	157.74	158.57	160.72
S4	155.94	156.77	160.22

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	162.48	159.25	3.23	2.0%	1.37	0.9%	61%	False	False	142,310,558
10	165.89	155.73	10.16	6.3%	2.15	1.3%	54%	False	False	189,548,661
20	165.99	155.73	10.26	6.4%	2.11	1.3%	53%	False	False	174,689,626
40	169.07	155.73	13.34	8.3%	1.87	1.2%	41%	False	False	153,875,180
60	169.07	153.55	15.52	9.6%	1.74	1.1%	49%	False	False	146,256,187
80	169.07	153.55	15.52	9.6%	1.61	1.0%	49%	False	False	139,302,483
100	169.07	148.73	20.34	12.6%	1.55	1.0%	61%	False	False	137,156,108
120	169.07	145.97	23.10	14.3%	1.46	0.9%	66%	False	False	135,270,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	169.95
2.618	167.01
1.618	165.21
1.000	164.10
0.618	163.41
HIGH	162.30
0.618	161.61
0.500	161.40
0.382	161.19
LOW	160.50
0.618	159.39
1.000	158.70
1.618	157.59
2.618	155.79
4.250	152.85

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	161.40	161.20
PP	161.34	161.18
S1	161.27	161.17

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

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