SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	169.80	169.79	-0.01	0.0%	167.97
High	169.83	169.86	0.03	0.0%	169.27
Low	169.05	168.18	-0.87	-0.5%	167.07
Close	169.14	168.52	-0.62	-0.4%	169.17
Range	0.78	1.68	0.90	115.4%	2.20
ATR	1.52	1.53	0.01	0.8%	0.00
Volume	80,829,602	112,913,898	32,084,296	39.7%	458,477,882

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.89	172.89	169.44
R3	172.21	171.21	168.98
R2	170.53	170.53	168.83
R1	169.53	169.53	168.67	169.19
PP	168.85	168.85	168.85	168.69
S1	167.85	167.85	168.37	167.51
S2	167.17	167.17	168.21
S3	165.49	166.17	168.06
S4	163.81	164.49	167.60

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	169.86	168.18	1.68	1.0%	1.04	0.6%	20%	True	True	96,124,717
10	169.86	165.18	4.68	2.8%	1.12	0.7%	71%	True	False	97,145,457
20	169.86	159.25	10.61	6.3%	1.24	0.7%	87%	True	False	111,472,673
40	169.86	155.73	14.13	8.4%	1.76	1.0%	91%	True	False	144,568,052
60	169.86	155.73	14.13	8.4%	1.66	1.0%	91%	True	False	137,254,421
80	169.86	153.55	16.31	9.7%	1.62	1.0%	92%	True	False	136,588,263
100	169.86	151.52	18.34	10.9%	1.51	0.9%	93%	True	False	131,868,306
120	169.86	148.73	21.13	12.5%	1.50	0.9%	94%	True	False	132,824,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	177.00
2.618	174.26
1.618	172.58
1.000	171.54
0.618	170.90
HIGH	169.86
0.618	169.22
0.500	169.02
0.382	168.82
LOW	168.18
0.618	167.14
1.000	166.50
1.618	165.46
2.618	163.78
4.250	161.04

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	169.02	169.02
PP	168.85	168.85
S1	168.69	168.69

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

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