SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	168.52	169.41	0.89	0.5%	167.97
High	169.23	169.74	0.51	0.3%	169.27
Low	168.31	169.01	0.70	0.4%	167.07
Close	169.17	169.50	0.33	0.2%	169.17
Range	0.92	0.73	-0.19	-20.7%	2.20
ATR	1.64	1.57	-0.06	-4.0%	0.00
Volume	103,831,398	79,428,492	-24,402,906	-23.5%	458,477,882

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.61	171.28	169.90
R3	170.88	170.55	169.70
R2	170.15	170.15	169.63
R1	169.82	169.82	169.57	169.99
PP	169.42	169.42	169.42	169.50
S1	169.09	169.09	169.43	169.26
S2	168.69	168.69	169.37
S3	167.96	168.36	169.30
S4	167.23	167.63	169.10

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.10	174.34	170.38
R3	172.90	172.14	169.78
R2	170.70	170.70	169.57
R1	169.94	169.94	169.37	170.32
PP	168.50	168.50	168.50	168.70
S1	167.74	167.74	168.97	168.12
S2	166.30	166.30	168.77
S3	164.10	165.54	168.57
S4	161.90	163.34	167.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169.74	167.07	2.67	1.6%	0.95	0.6%	91%	True	False	93,691,176
10	169.74	164.27	5.47	3.2%	1.09	0.6%	96%	True	False	101,843,857
20	169.74	155.73	14.01	8.3%	1.39	0.8%	98%	True	False	121,015,333
40	169.74	155.73	14.01	8.3%	1.78	1.1%	98%	True	False	147,105,799
60	169.74	155.73	14.01	8.3%	1.65	1.0%	98%	True	False	137,099,748
80	169.74	153.55	16.19	9.6%	1.62	1.0%	99%	True	False	136,693,053
100	169.74	150.41	19.33	11.4%	1.52	0.9%	99%	True	False	132,905,876
120	169.74	148.73	21.01	12.4%	1.49	0.9%	99%	True	False	133,263,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	172.84
2.618	171.65
1.618	170.92
1.000	170.47
0.618	170.19
HIGH	169.74
0.618	169.46
0.500	169.38
0.382	169.29
LOW	169.01
0.618	168.56
1.000	168.28
1.618	167.83
2.618	167.10
4.250	165.91

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	169.46	169.32
PP	169.42	169.15
S1	169.38	168.97

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

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