SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	169.10	168.94	-0.16	-0.1%	169.41
High	169.28	169.85	0.57	0.3%	169.86
Low	168.19	168.49	0.30	0.2%	167.52
Close	168.59	168.71	0.12	0.1%	169.11
Range	1.09	1.36	0.27	24.8%	2.34
ATR	1.45	1.44	-0.01	-0.4%	0.00
Volume	85,216,898	142,388,609	57,171,711	67.1%	492,142,984

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.10	172.26	169.46
R3	171.74	170.90	169.08
R2	170.38	170.38	168.96
R1	169.54	169.54	168.83	169.28
PP	169.02	169.02	169.02	168.89
S1	168.18	168.18	168.59	167.92
S2	167.66	167.66	168.46
S3	166.30	166.82	168.34
S4	164.94	165.46	167.96

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	169.85	167.52	2.33	1.4%	1.24	0.7%	51%	True	False	105,284,320
10	169.86	167.52	2.34	1.4%	1.14	0.7%	51%	False	False	100,704,518
20	169.86	160.22	9.64	5.7%	1.21	0.7%	88%	False	False	102,216,113
40	169.86	155.73	14.13	8.4%	1.66	1.0%	92%	False	False	138,452,870
60	169.86	155.73	14.13	8.4%	1.65	1.0%	92%	False	False	136,655,491
80	169.86	153.55	16.31	9.7%	1.61	1.0%	93%	False	False	135,246,169
100	169.86	153.55	16.31	9.7%	1.53	0.9%	93%	False	False	131,885,209
120	169.86	148.73	21.13	12.5%	1.49	0.9%	95%	False	False	131,332,776

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	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	175.63
2.618	173.41
1.618	172.05
1.000	171.21
0.618	170.69
HIGH	169.85
0.618	169.33
0.500	169.17
0.382	169.01
LOW	168.49
0.618	167.65
1.000	167.13
1.618	166.29
2.618	164.93
4.250	162.71

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	169.17	168.98
PP	169.02	168.89
S1	168.86	168.80

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

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