SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	167.41	166.06	-1.35	-0.8%	168.46
High	167.43	166.63	-0.80	-0.5%	169.90
Low	166.09	165.50	-0.59	-0.4%	165.50
Close	166.38	165.83	-0.55	-0.3%	165.83
Range	1.34	1.13	-0.21	-15.7%	4.40
ATR	1.42	1.40	-0.02	-1.5%	0.00
Volume	152,931,703	130,868,398	-22,063,305	-14.4%	513,028,398

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.38	168.73	166.45
R3	168.25	167.60	166.14
R2	167.12	167.12	166.04
R1	166.47	166.47	165.93	166.23
PP	165.99	165.99	165.99	165.87
S1	165.34	165.34	165.73	165.10
S2	164.86	164.86	165.62
S3	163.73	164.21	165.52
S4	162.60	163.08	165.21

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	180.28	177.45	168.25
R3	175.88	173.05	167.04
R2	171.48	171.48	166.64
R1	168.65	168.65	166.23	167.87
PP	167.08	167.08	167.08	166.68
S1	164.25	164.25	165.43	163.47
S2	162.68	162.68	165.02
S3	158.28	159.85	164.62
S4	153.88	155.45	163.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169.90	165.50	4.40	2.7%	1.20	0.7%	8%	False	True	102,605,679
10	170.96	165.50	5.46	3.3%	1.15	0.7%	6%	False	True	93,348,810
20	170.97	165.50	5.47	3.3%	1.14	0.7%	6%	False	True	96,731,834
40	170.97	155.73	15.24	9.2%	1.30	0.8%	66%	False	False	113,686,169
60	170.97	155.73	15.24	9.2%	1.59	1.0%	66%	False	False	132,508,406
80	170.97	155.73	15.24	9.2%	1.53	0.9%	66%	False	False	127,653,169
100	170.97	153.55	17.42	10.5%	1.53	0.9%	70%	False	False	128,906,030
120	170.97	149.76	21.21	12.8%	1.47	0.9%	76%	False	False	127,471,480

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	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	171.43
2.618	169.59
1.618	168.46
1.000	167.76
0.618	167.33
HIGH	166.63
0.618	166.20
0.500	166.07
0.382	165.93
LOW	165.50
0.618	164.80
1.000	164.37
1.618	163.67
2.618	162.54
4.250	160.70

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	166.07	167.65
PP	165.99	167.04
S1	165.91	166.44

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

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