SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	168.46	169.41	0.95	0.6%	170.57
High	169.31	169.90	0.59	0.3%	170.96
Low	168.38	168.41	0.03	0.0%	168.55
Close	169.11	169.61	0.50	0.3%	169.31
Range	0.93	1.49	0.56	60.2%	2.41
ATR	1.33	1.34	0.01	0.8%	0.00
Volume	68,593,195	80,806,000	12,212,805	17.8%	420,459,704

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.78	173.18	170.43
R3	172.29	171.69	170.02
R2	170.80	170.80	169.88
R1	170.20	170.20	169.75	170.50
PP	169.31	169.31	169.31	169.46
S1	168.71	168.71	169.47	169.01
S2	167.82	167.82	169.34
S3	166.33	167.22	169.20
S4	164.84	165.73	168.79

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	170.18	168.38	1.80	1.1%	1.19	0.7%	68%	False	False	85,658,281
10	170.97	168.38	2.59	1.5%	1.11	0.7%	47%	False	False	91,380,250
20	170.97	167.52	3.45	2.0%	1.09	0.6%	61%	False	False	93,566,643
40	170.97	155.73	15.24	9.0%	1.42	0.8%	91%	False	False	120,647,957
60	170.97	155.73	15.24	9.0%	1.63	1.0%	91%	False	False	133,529,702
80	170.97	154.75	16.22	9.6%	1.54	0.9%	92%	False	False	127,726,251
100	170.97	153.55	17.42	10.3%	1.53	0.9%	92%	False	False	128,763,160
120	170.97	148.73	22.24	13.1%	1.50	0.9%	94%	False	False	128,931,048

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	176.23
2.618	173.80
1.618	172.31
1.000	171.39
0.618	170.82
HIGH	169.90
0.618	169.33
0.500	169.16
0.382	168.98
LOW	168.41
0.618	167.49
1.000	166.92
1.618	166.00
2.618	164.51
4.250	162.08

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	169.46	169.49
PP	169.31	169.36
S1	169.16	169.24

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

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