SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	166.79	164.36	-2.43	-1.5%	165.64
High	167.30	166.00	-1.30	-0.8%	166.83
Low	165.89	163.21	-2.68	-1.6%	164.19
Close	166.00	163.33	-2.67	-1.6%	166.62
Range	1.41	2.79	1.38	97.9%	2.64
ATR	1.43	1.53	0.10	6.8%	0.00
Volume	89,705,000	158,621,703	68,916,703	76.8%	537,627,024

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.55	170.73	164.86
R3	169.76	167.94	164.10
R2	166.97	166.97	163.84
R1	165.15	165.15	163.59	164.67
PP	164.18	164.18	164.18	163.94
S1	162.36	162.36	163.07	161.88
S2	161.39	161.39	162.82
S3	158.60	159.57	162.56
S4	155.81	156.78	161.80

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	167.30	163.21	4.09	2.5%	1.70	1.0%	3%	False	True	120,044,382
10	169.80	163.21	6.59	4.0%	1.49	0.9%	2%	False	True	114,958,293
20	170.97	163.21	7.76	4.8%	1.30	0.8%	2%	False	True	103,169,271
40	170.97	160.22	10.75	6.6%	1.26	0.8%	29%	False	False	103,004,567
60	170.97	155.73	15.24	9.3%	1.56	1.0%	50%	False	False	126,945,715
80	170.97	155.73	15.24	9.3%	1.55	1.0%	50%	False	False	127,340,105
100	170.97	153.55	17.42	10.7%	1.55	0.9%	56%	False	False	128,272,614
120	170.97	153.55	17.42	10.7%	1.49	0.9%	56%	False	False	126,941,711

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	0.45
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	177.86
2.618	173.30
1.618	170.51
1.000	168.79
0.618	167.72
HIGH	166.00
0.618	164.93
0.500	164.61
0.382	164.28
LOW	163.21
0.618	161.49
1.000	160.42
1.618	158.70
2.618	155.91
4.250	151.35

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	164.61	165.26
PP	164.18	164.61
S1	163.76	163.97

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

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