SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	161.12	160.48	-0.64	-0.4%	157.41
High	162.30	161.77	-0.53	-0.3%	161.82
Low	160.50	160.22	-0.28	-0.2%	155.73
Close	161.21	161.28	0.07	0.0%	160.42
Range	1.80	1.55	-0.25	-13.9%	6.09
ATR	2.17	2.13	-0.04	-2.0%	0.00
Volume	154,863,594	75,216,305	-79,647,289	-51.4%	809,331,102

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	165.74	165.06	162.13
R3	164.19	163.51	161.71
R2	162.64	162.64	161.56
R1	161.96	161.96	161.42	162.30
PP	161.09	161.09	161.09	161.26
S1	160.41	160.41	161.14	160.75
S2	159.54	159.54	161.00
S3	157.99	158.86	160.85
S4	156.44	157.31	160.43

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	159.86	2.62	1.6%	1.43	0.9%	54%	False	False	130,384,237
10	163.47	155.73	7.74	4.8%	2.06	1.3%	72%	False	False	176,455,351
20	165.99	155.73	10.26	6.4%	2.07	1.3%	54%	False	False	167,863,556
40	169.07	155.73	13.34	8.3%	1.89	1.2%	42%	False	False	153,496,610
60	169.07	153.55	15.52	9.6%	1.74	1.1%	50%	False	False	145,811,091
80	169.07	153.55	15.52	9.6%	1.62	1.0%	50%	False	False	139,195,853
100	169.07	148.73	20.34	12.6%	1.56	1.0%	62%	False	False	136,876,935
120	169.07	146.20	22.87	14.2%	1.47	0.9%	66%	False	False	134,808,290

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	True
4BNR	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168.36
2.618	165.83
1.618	164.28
1.000	163.32
0.618	162.73
HIGH	161.77
0.618	161.18
0.500	161.00
0.382	160.81
LOW	160.22
0.618	159.26
1.000	158.67
1.618	157.71
2.618	156.16
4.250	153.63

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	161.19	161.35
PP	161.09	161.33
S1	161.00	161.30

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

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