SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	169.58	168.46	-1.12	-0.7%	170.57
High	170.10	169.31	-0.79	-0.5%	170.96
Low	168.72	168.38	-0.34	-0.2%	168.55
Close	169.31	169.11	-0.20	-0.1%	169.31
Range	1.38	0.93	-0.45	-32.6%	2.41
ATR	1.36	1.33	-0.03	-2.3%	0.00
Volume	91,856,406	68,593,195	-23,263,211	-25.3%	420,459,704

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.72	171.35	169.62
R3	170.79	170.42	169.37
R2	169.86	169.86	169.28
R1	169.49	169.49	169.20	169.68
PP	168.93	168.93	168.93	169.03
S1	168.56	168.56	169.02	168.75
S2	168.00	168.00	168.94
S3	167.07	167.63	168.85
S4	166.14	166.70	168.60

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	176.84	175.48	170.64
R3	174.43	173.07	169.97
R2	172.02	172.02	169.75
R1	170.66	170.66	169.53	170.14
PP	169.61	169.61	169.61	169.34
S1	168.25	168.25	169.09	167.73
S2	167.20	167.20	168.87
S3	164.79	165.84	168.65
S4	162.38	163.43	167.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170.74	168.38	2.36	1.4%	1.17	0.7%	31%	False	True	86,996,059
10	170.97	168.19	2.78	1.6%	1.07	0.6%	33%	False	False	91,821,339
20	170.97	167.07	3.90	2.3%	1.08	0.6%	52%	False	False	93,961,443
40	170.97	155.73	15.24	9.0%	1.44	0.8%	88%	False	False	122,035,194
60	170.97	155.73	15.24	9.0%	1.63	1.0%	88%	False	False	134,346,284
80	170.97	154.12	16.85	10.0%	1.54	0.9%	89%	False	False	128,587,269
100	170.97	153.55	17.42	10.3%	1.53	0.9%	89%	False	False	129,241,141
120	170.97	148.73	22.24	13.2%	1.50	0.9%	92%	False	False	129,784,806

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	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	173.26
2.618	171.74
1.618	170.81
1.000	170.24
0.618	169.88
HIGH	169.31
0.618	168.95
0.500	168.85
0.382	168.74
LOW	168.38
0.618	167.81
1.000	167.45
1.618	166.88
2.618	165.95
4.250	164.43

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	169.02	169.28
PP	168.93	169.22
S1	168.85	169.17

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

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