SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	164.90	166.55	1.65	1.0%	165.64
High	166.30	166.83	0.53	0.3%	166.83
Low	164.89	165.77	0.88	0.5%	164.19
Close	166.06	166.62	0.56	0.3%	166.62
Range	1.41	1.06	-0.35	-24.8%	2.64
ATR	1.46	1.43	-0.03	-2.0%	0.00
Volume	101,471,297	90,893,508	-10,577,789	-10.4%	537,627,024

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	169.59	169.16	167.20
R3	168.53	168.10	166.91
R2	167.47	167.47	166.81
R1	167.04	167.04	166.72	167.26
PP	166.41	166.41	166.41	166.51
S1	165.98	165.98	166.52	166.20
S2	165.35	165.35	166.43
S3	164.29	164.92	166.33
S4	163.23	163.86	166.04

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.80	172.85	168.07
R3	171.16	170.21	167.35
R2	168.52	168.52	167.10
R1	167.57	167.57	166.86	168.05
PP	165.88	165.88	165.88	166.12
S1	164.93	164.93	166.38	165.41
S2	163.24	163.24	166.14
S3	160.60	162.29	165.89
S4	157.96	159.65	165.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.83	164.19	2.64	1.6%	1.42	0.9%	92%	True	False	107,525,404
10	169.90	164.19	5.71	3.4%	1.31	0.8%	43%	False	False	105,065,542
20	170.97	164.19	6.78	4.1%	1.19	0.7%	36%	False	False	99,006,036
40	170.97	159.86	11.11	6.7%	1.23	0.7%	61%	False	False	104,105,341
60	170.97	155.73	15.24	9.1%	1.57	0.9%	71%	False	False	128,560,946
80	170.97	155.73	15.24	9.1%	1.55	0.9%	71%	False	False	127,243,641
100	170.97	153.55	17.42	10.5%	1.53	0.9%	75%	False	False	128,704,813
120	170.97	153.55	17.42	10.5%	1.46	0.9%	75%	False	False	126,377,081

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.34
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	171.34
2.618	169.61
1.618	168.55
1.000	167.89
0.618	167.49
HIGH	166.83
0.618	166.43
0.500	166.30
0.382	166.17
LOW	165.77
0.618	165.11
1.000	164.71
1.618	164.05
2.618	162.99
4.250	161.27

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	166.51	166.25
PP	166.41	165.88
S1	166.30	165.51

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

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