SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	168.68	169.10	0.42	0.2%	169.41
High	169.06	169.28	0.22	0.1%	169.86
Low	168.11	168.19	0.08	0.0%	167.52
Close	168.59	168.59	0.00	0.0%	169.11
Range	0.95	1.09	0.14	14.7%	2.34
ATR	1.47	1.45	-0.03	-1.9%	0.00
Volume	79,845,102	85,216,898	5,371,796	6.7%	492,142,984

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.96	171.36	169.19
R3	170.87	170.27	168.89
R2	169.78	169.78	168.79
R1	169.18	169.18	168.69	168.94
PP	168.69	168.69	168.69	168.56
S1	168.09	168.09	168.49	167.85
S2	167.60	167.60	168.39
S3	166.51	167.00	168.29
S4	165.42	165.91	167.99

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.85	174.82	170.40
R3	173.51	172.48	169.75
R2	171.17	171.17	169.54
R1	170.14	170.14	169.32	169.49
PP	168.83	168.83	168.83	168.50
S1	167.80	167.80	168.90	167.15
S2	166.49	166.49	168.68
S3	164.15	165.46	168.47
S4	161.81	163.12	167.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169.86	167.52	2.34	1.4%	1.30	0.8%	46%	False	False	99,389,378
10	169.86	167.52	2.34	1.4%	1.08	0.6%	46%	False	False	95,753,037
20	169.86	160.22	9.64	5.7%	1.23	0.7%	87%	False	False	102,839,862
40	169.86	155.73	14.13	8.4%	1.68	1.0%	91%	False	False	138,833,937
60	169.86	155.73	14.13	8.4%	1.64	1.0%	91%	False	False	135,397,049
80	169.86	153.55	16.31	9.7%	1.61	1.0%	92%	False	False	134,548,450
100	169.86	153.55	16.31	9.7%	1.52	0.9%	92%	False	False	131,696,199
120	169.86	148.73	21.13	12.5%	1.50	0.9%	94%	False	False	131,500,286

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.91
2.618	172.13
1.618	171.04
1.000	170.37
0.618	169.95
HIGH	169.28
0.618	168.86
0.500	168.74
0.382	168.61
LOW	168.19
0.618	167.52
1.000	167.10
1.618	166.43
2.618	165.34
4.250	163.56

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	168.74	168.53
PP	168.69	168.46
S1	168.64	168.40

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

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