SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	165.04	165.12	0.08	0.0%	168.46
High	166.20	166.03	-0.17	-0.1%	169.90
Low	164.86	164.19	-0.67	-0.4%	165.50
Close	165.58	164.56	-1.02	-0.6%	165.83
Range	1.34	1.84	0.50	37.3%	4.40
ATR	1.41	1.44	0.03	2.2%	0.00
Volume	89,294,305	159,530,406	70,236,101	78.7%	513,028,398

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.45	169.34	165.57
R3	168.61	167.50	165.07
R2	166.77	166.77	164.90
R1	165.66	165.66	164.73	165.30
PP	164.93	164.93	164.93	164.74
S1	163.82	163.82	164.39	163.46
S2	163.09	163.09	164.22
S3	161.25	161.98	164.05
S4	159.41	160.14	163.55

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	167.43	164.19	3.24	2.0%	1.42	0.9%	11%	False	True	125,812,464
10	170.18	164.19	5.99	3.6%	1.33	0.8%	6%	False	True	105,232,822
20	170.97	164.19	6.78	4.1%	1.21	0.7%	5%	False	True	100,336,345
40	170.97	159.25	11.72	7.1%	1.22	0.7%	45%	False	False	105,904,509
60	170.97	155.73	15.24	9.3%	1.57	1.0%	58%	False	False	129,824,150
80	170.97	155.73	15.24	9.3%	1.54	0.9%	58%	False	False	128,024,902
100	170.97	153.55	17.42	10.6%	1.54	0.9%	63%	False	False	129,337,880
120	170.97	151.52	19.45	11.8%	1.46	0.9%	67%	False	False	126,612,979

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	0.38
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	173.85
2.618	170.85
1.618	169.01
1.000	167.87
0.618	167.17
HIGH	166.03
0.618	165.33
0.500	165.11
0.382	164.89
LOW	164.19
0.618	163.05
1.000	162.35
1.618	161.21
2.618	159.37
4.250	156.37

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	165.11	165.20
PP	164.93	164.99
S1	164.74	164.77

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

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