SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	167.11	167.39	0.28	0.2%	163.86
High	167.61	167.93	0.32	0.2%	167.93
Low	165.18	167.13	1.95	1.2%	163.08
Close	167.44	167.51	0.07	0.0%	167.51
Range	2.43	0.80	-1.63	-67.1%	4.85
ATR	1.97	1.89	-0.08	-4.2%	0.00
Volume	135,592,094	104,212,602	-31,379,492	-23.1%	588,624,594

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.92	169.52	167.95
R3	169.12	168.72	167.73
R2	168.32	168.32	167.66
R1	167.92	167.92	167.58	168.12
PP	167.52	167.52	167.52	167.63
S1	167.12	167.12	167.44	167.32
S2	166.72	166.72	167.36
S3	165.92	166.32	167.29
S4	165.12	165.52	167.07

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	180.72	178.97	170.18
R3	175.87	174.12	168.84
R2	171.02	171.02	168.40
R1	169.27	169.27	167.95	170.15
PP	166.17	166.17	166.17	166.61
S1	164.42	164.42	167.07	165.30
S2	161.32	161.32	166.62
S3	156.47	159.57	166.18
S4	151.62	154.72	164.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.93	163.08	4.85	2.9%	1.34	0.8%	91%	True	False	117,724,918
10	167.93	159.86	8.07	4.8%	1.48	0.9%	95%	True	False	123,347,207
20	167.93	155.73	12.20	7.3%	1.84	1.1%	97%	True	False	153,696,286
40	169.07	155.73	13.34	8.0%	1.91	1.1%	88%	False	False	155,550,280
60	169.07	153.55	15.52	9.3%	1.71	1.0%	90%	False	False	141,764,753
80	169.07	153.55	15.52	9.3%	1.64	1.0%	90%	False	False	138,614,924
100	169.07	148.73	20.34	12.1%	1.59	1.0%	92%	False	False	137,860,720
120	169.07	147.98	21.09	12.6%	1.49	0.9%	93%	False	False	134,856,532

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	0.44
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	171.33
2.618	170.02
1.618	169.22
1.000	168.73
0.618	168.42
HIGH	167.93
0.618	167.62
0.500	167.53
0.382	167.44
LOW	167.13
0.618	166.64
1.000	166.33
1.618	165.84
2.618	165.04
4.250	163.73

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	167.53	167.10
PP	167.52	166.69
S1	167.52	166.28

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

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