SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	167.97	168.26	0.29	0.2%	163.86
High	168.39	168.36	-0.03	0.0%	167.93
Low	167.68	167.07	-0.61	-0.4%	163.08
Close	168.16	167.53	-0.63	-0.4%	167.51
Range	0.71	1.29	0.58	81.7%	4.85
ATR	1.82	1.78	-0.04	-2.1%	0.00
Volume	69,450,492	88,702,000	19,251,508	27.7%	588,624,594

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.52	170.82	168.24
R3	170.23	169.53	167.88
R2	168.94	168.94	167.77
R1	168.24	168.24	167.65	167.95
PP	167.65	167.65	167.65	167.51
S1	166.95	166.95	167.41	166.66
S2	166.36	166.36	167.29
S3	165.07	165.66	167.18
S4	163.78	164.37	166.82

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	164.63	3.76	2.2%	1.27	0.8%	77%	False	False	103,877,356
10	168.39	160.22	8.17	4.9%	1.39	0.8%	89%	False	False	109,926,688
20	168.39	155.73	12.66	7.6%	1.75	1.0%	93%	False	False	147,729,270
40	169.07	155.73	13.34	8.0%	1.90	1.1%	88%	False	False	153,511,232
60	169.07	154.75	14.32	8.5%	1.68	1.0%	89%	False	False	139,112,787
80	169.07	153.55	15.52	9.3%	1.63	1.0%	90%	False	False	137,562,289
100	169.07	148.73	20.34	12.1%	1.58	0.9%	92%	False	False	136,003,929
120	169.07	148.73	20.34	12.1%	1.50	0.9%	92%	False	False	134,371,192

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

Fibonacci Retracements and Extensions
4.250	173.84
2.618	171.74
1.618	170.45
1.000	169.65
0.618	169.16
HIGH	168.36
0.618	167.87
0.500	167.72
0.382	167.56
LOW	167.07
0.618	166.27
1.000	165.78
1.618	164.98
2.618	163.69
4.250	161.59

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	167.72	167.73
PP	167.65	167.66
S1	167.59	167.60

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

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