SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	168.26	168.16	-0.10	-0.1%	163.86
High	168.36	168.48	0.12	0.1%	167.93
Low	167.07	167.73	0.66	0.4%	163.08
Close	167.53	167.95	0.42	0.3%	167.51
Range	1.29	0.75	-0.54	-41.9%	4.85
ATR	1.78	1.72	-0.06	-3.3%	0.00
Volume	88,702,000	92,873,797	4,171,797	4.7%	588,624,594

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.30	169.88	168.36
R3	169.55	169.13	168.16
R2	168.80	168.80	168.09
R1	168.38	168.38	168.02	168.22
PP	168.05	168.05	168.05	167.97
S1	167.63	167.63	167.88	167.47
S2	167.30	167.30	167.81
S3	166.55	166.88	167.74
S4	165.80	166.13	167.54

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	168.48	165.18	3.30	2.0%	1.20	0.7%	84%	True	False	98,166,197
10	168.48	160.22	8.26	4.9%	1.28	0.8%	94%	True	False	103,727,708
20	168.48	155.73	12.75	7.6%	1.72	1.0%	96%	True	False	146,638,185
40	169.07	155.73	13.34	7.9%	1.89	1.1%	92%	False	False	153,706,299
60	169.07	155.73	13.34	7.9%	1.67	1.0%	92%	False	False	138,884,793
80	169.07	153.55	15.52	9.2%	1.63	1.0%	93%	False	False	137,333,667
100	169.07	148.73	20.34	12.1%	1.57	0.9%	94%	False	False	135,869,102
120	169.07	148.73	20.34	12.1%	1.49	0.9%	94%	False	False	133,924,922

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	171.67
2.618	170.44
1.618	169.69
1.000	169.23
0.618	168.94
HIGH	168.48
0.618	168.19
0.500	168.11
0.382	168.02
LOW	167.73
0.618	167.27
1.000	166.98
1.618	166.52
2.618	165.77
4.250	164.54

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	168.11	167.89
PP	168.05	167.83
S1	168.00	167.78

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

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