SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	169.79	168.22	-1.57	-0.9%	167.97
High	169.86	169.08	-0.78	-0.5%	169.27
Low	168.18	167.94	-0.24	-0.1%	167.07
Close	168.52	168.93	0.41	0.2%	169.17
Range	1.68	1.14	-0.54	-32.1%	2.20
ATR	1.53	1.50	-0.03	-1.8%	0.00
Volume	112,913,898	111,156,500	-1,757,398	-1.6%	458,477,882

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.07	171.64	169.56
R3	170.93	170.50	169.24
R2	169.79	169.79	169.14
R1	169.36	169.36	169.03	169.58
PP	168.65	168.65	168.65	168.76
S1	168.22	168.22	168.83	168.44
S2	167.51	167.51	168.72
S3	166.37	167.08	168.62
S4	165.23	165.94	168.30

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	167.94	1.92	1.1%	1.05	0.6%	52%	False	True	97,631,978
10	169.86	167.07	2.79	1.7%	0.99	0.6%	67%	False	False	94,701,897
20	169.86	159.86	10.00	5.9%	1.24	0.7%	91%	False	False	110,288,102
40	169.86	155.73	14.13	8.4%	1.75	1.0%	93%	False	False	143,337,882
60	169.86	155.73	14.13	8.4%	1.66	1.0%	93%	False	False	137,173,519
80	169.86	153.55	16.31	9.7%	1.62	1.0%	94%	False	False	136,708,917
100	169.86	153.55	16.31	9.7%	1.51	0.9%	94%	False	False	131,989,775
120	169.86	148.73	21.13	12.5%	1.50	0.9%	96%	False	False	132,657,553

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.93
2.618	172.06
1.618	170.92
1.000	170.22
0.618	169.78
HIGH	169.08
0.618	168.64
0.500	168.51
0.382	168.38
LOW	167.94
0.618	167.24
1.000	166.80
1.618	166.10
2.618	164.96
4.250	163.10

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	168.79	168.92
PP	168.65	168.91
S1	168.51	168.90

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

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