SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	167.39	167.97	0.58	0.3%	163.86
High	167.93	168.39	0.46	0.3%	167.93
Low	167.13	167.68	0.55	0.3%	163.08
Close	167.51	168.16	0.65	0.4%	167.51
Range	0.80	0.71	-0.09	-11.3%	4.85
ATR	1.89	1.82	-0.07	-3.8%	0.00
Volume	104,212,602	69,450,492	-34,762,110	-33.4%	588,624,594

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.21	169.89	168.55
R3	169.50	169.18	168.36
R2	168.79	168.79	168.29
R1	168.47	168.47	168.23	168.63
PP	168.08	168.08	168.08	168.16
S1	167.76	167.76	168.09	167.92
S2	167.37	167.37	168.03
S3	166.66	167.05	167.96
S4	165.95	166.34	167.77

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	168.39	164.27	4.12	2.5%	1.22	0.7%	94%	True	False	109,996,537
10	168.39	160.22	8.17	4.9%	1.40	0.8%	97%	True	False	114,251,968
20	168.39	155.73	12.66	7.5%	1.79	1.1%	98%	True	False	150,108,945
40	169.07	155.73	13.34	7.9%	1.90	1.1%	93%	False	False	154,538,704
60	169.07	154.12	14.95	8.9%	1.69	1.0%	94%	False	False	140,129,212
80	169.07	153.55	15.52	9.2%	1.64	1.0%	94%	False	False	138,061,065
100	169.07	148.73	20.34	12.1%	1.58	0.9%	96%	False	False	136,949,478
120	169.07	148.73	20.34	12.1%	1.49	0.9%	96%	False	False	134,503,642

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	171.41
2.618	170.25
1.618	169.54
1.000	169.10
0.618	168.83
HIGH	168.39
0.618	168.12
0.500	168.04
0.382	167.95
LOW	167.68
0.618	167.24
1.000	166.97
1.618	166.53
2.618	165.82
4.250	164.66

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	168.12	167.70
PP	168.08	167.24
S1	168.04	166.79

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

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