SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	170.37	169.19	-1.18	-0.7%	168.68
High	170.74	169.43	-1.31	-0.8%	170.97
Low	169.35	168.55	-0.80	-0.5%	168.11
Close	169.73	169.18	-0.55	-0.3%	170.95
Range	1.39	0.88	-0.51	-36.7%	2.86
ATR	1.39	1.37	-0.01	-1.1%	0.00
Volume	87,494,891	84,854,602	-2,640,289	-3.0%	509,005,601

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.69	171.32	169.66
R3	170.81	170.44	169.42
R2	169.93	169.93	169.34
R1	169.56	169.56	169.26	169.31
PP	169.05	169.05	169.05	168.93
S1	168.68	168.68	169.10	168.43
S2	168.17	168.17	169.02
S3	167.29	167.80	168.94
S4	166.41	166.92	168.70

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	178.59	177.63	172.52
R3	175.73	174.77	171.74
R2	172.87	172.87	171.47
R1	171.91	171.91	171.21	172.39
PP	170.01	170.01	170.01	170.25
S1	169.05	169.05	170.69	169.53
S2	167.15	167.15	170.43
S3	164.29	166.19	170.16
S4	161.43	163.33	169.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170.97	168.55	2.42	1.4%	0.94	0.6%	26%	False	True	85,595,417
10	170.97	167.52	3.45	2.0%	1.09	0.6%	48%	False	False	95,439,868
20	170.97	165.18	5.79	3.4%	1.10	0.7%	69%	False	False	96,292,662
40	170.97	155.73	15.24	9.0%	1.54	0.9%	88%	False	False	127,515,469
60	170.97	155.73	15.24	9.0%	1.64	1.0%	88%	False	False	135,795,732
80	170.97	153.55	17.42	10.3%	1.56	0.9%	90%	False	False	132,078,453
100	170.97	153.55	17.42	10.3%	1.53	0.9%	90%	False	False	130,695,139
120	170.97	148.73	22.24	13.1%	1.50	0.9%	92%	False	False	131,520,436

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.17
2.618	171.73
1.618	170.85
1.000	170.31
0.618	169.97
HIGH	169.43
0.618	169.09
0.500	168.99
0.382	168.89
LOW	168.55
0.618	168.01
1.000	167.67
1.618	167.13
2.618	166.25
4.250	164.81

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	169.12	169.76
PP	169.05	169.56
S1	168.99	169.37

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

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