SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	166.06	165.64	-0.42	-0.3%	168.46
High	166.63	166.21	-0.42	-0.3%	169.90
Low	165.50	164.76	-0.74	-0.4%	165.50
Close	165.83	164.77	-1.06	-0.6%	165.83
Range	1.13	1.45	0.32	28.3%	4.40
ATR	1.40	1.40	0.00	0.2%	0.00
Volume	130,868,398	96,437,508	-34,430,890	-26.3%	513,028,398

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.60	168.63	165.57
R3	168.15	167.18	165.17
R2	166.70	166.70	165.04
R1	165.73	165.73	164.90	165.49
PP	165.25	165.25	165.25	165.13
S1	164.28	164.28	164.64	164.04
S2	163.80	163.80	164.50
S3	162.35	162.83	164.37
S4	160.90	161.38	163.97

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	164.76	5.14	3.1%	1.30	0.8%	0%	False	True	108,174,542
10	170.74	164.76	5.98	3.6%	1.23	0.7%	0%	False	True	97,585,300
20	170.97	164.76	6.21	3.8%	1.17	0.7%	0%	False	True	97,582,285
40	170.97	155.73	15.24	9.2%	1.28	0.8%	59%	False	False	109,298,809
60	170.97	155.73	15.24	9.2%	1.58	1.0%	59%	False	False	130,597,961
80	170.97	155.73	15.24	9.2%	1.53	0.9%	59%	False	False	127,220,382
100	170.97	153.55	17.42	10.6%	1.53	0.9%	64%	False	False	128,870,900
120	170.97	150.41	20.56	12.5%	1.46	0.9%	70%	False	False	127,018,611

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	172.37
2.618	170.01
1.618	168.56
1.000	167.66
0.618	167.11
HIGH	166.21
0.618	165.66
0.500	165.49
0.382	165.31
LOW	164.76
0.618	163.86
1.000	163.31
1.618	162.41
2.618	160.96
4.250	158.60

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	165.49	166.10
PP	165.25	165.65
S1	165.01	165.21

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

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