SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	165.12	164.90	-0.22	-0.1%	168.46
High	166.03	166.30	0.27	0.2%	169.90
Low	164.19	164.89	0.70	0.4%	165.50
Close	164.56	166.06	1.50	0.9%	165.83
Range	1.84	1.41	-0.43	-23.4%	4.40
ATR	1.44	1.46	0.02	1.5%	0.00
Volume	159,530,406	101,471,297	-58,059,109	-36.4%	513,028,398

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.98	169.43	166.84
R3	168.57	168.02	166.45
R2	167.16	167.16	166.32
R1	166.61	166.61	166.19	166.89
PP	165.75	165.75	165.75	165.89
S1	165.20	165.20	165.93	165.48
S2	164.34	164.34	165.80
S3	162.93	163.79	165.67
S4	161.52	162.38	165.28

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	166.63	164.19	2.44	1.5%	1.43	0.9%	77%	False	False	115,520,382
10	170.10	164.19	5.91	3.6%	1.34	0.8%	32%	False	False	105,161,832
20	170.97	164.19	6.78	4.1%	1.22	0.7%	28%	False	False	99,852,085
40	170.97	159.86	11.11	6.7%	1.23	0.7%	56%	False	False	105,070,094
60	170.97	155.73	15.24	9.2%	1.57	0.9%	68%	False	False	128,842,616
80	170.97	155.73	15.24	9.2%	1.55	0.9%	68%	False	False	127,843,161
100	170.97	153.55	17.42	10.5%	1.54	0.9%	72%	False	False	129,337,551
120	170.97	153.55	17.42	10.5%	1.46	0.9%	72%	False	False	126,633,493

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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	172.29
2.618	169.99
1.618	168.58
1.000	167.71
0.618	167.17
HIGH	166.30
0.618	165.76
0.500	165.60
0.382	165.43
LOW	164.89
0.618	164.02
1.000	163.48
1.618	162.61
2.618	161.20
4.250	158.90

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	165.91	165.79
PP	165.75	165.52
S1	165.60	165.25

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

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