SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Aug-2013

Day Change Summary
	Previous	Current
	27-Aug-2013	28-Aug-2013	Change	Change %	Previous Week
Open	164.36	163.26	-1.10	-0.7%	165.64
High	166.00	164.49	-1.51	-0.9%	166.83
Low	163.21	163.05	-0.16	-0.1%	164.19
Close	163.33	163.91	0.58	0.4%	166.62
Range	2.79	1.44	-1.35	-48.4%	2.64
ATR	1.53	1.52	-0.01	-0.4%	0.00
Volume	158,621,703	108,112,898	-50,508,805	-31.8%	537,627,024

Daily Pivots for day following 28-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	168.14	167.46	164.70
R3	166.70	166.02	164.31
R2	165.26	165.26	164.17
R1	164.58	164.58	164.04	164.92
PP	163.82	163.82	163.82	163.99
S1	163.14	163.14	163.78	163.48
S2	162.38	162.38	163.65
S3	160.94	161.70	163.51
S4	159.50	160.26	163.12

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	163.05	4.25	2.6%	1.62	1.0%	20%	False	True	109,760,881
10	167.43	163.05	4.38	2.7%	1.52	0.9%	20%	False	True	117,786,672
20	170.97	163.05	7.92	4.8%	1.30	0.8%	11%	False	True	101,455,485
40	170.97	160.22	10.75	6.6%	1.26	0.8%	34%	False	False	101,835,799
60	170.97	155.73	15.24	9.3%	1.54	0.9%	54%	False	False	126,120,408
80	170.97	155.73	15.24	9.3%	1.56	1.0%	54%	False	False	127,855,489
100	170.97	153.55	17.42	10.6%	1.55	0.9%	59%	False	False	128,488,032
120	170.97	153.55	17.42	10.6%	1.49	0.9%	59%	False	False	126,813,588

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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170.61
2.618	168.26
1.618	166.82
1.000	165.93
0.618	165.38
HIGH	164.49
0.618	163.94
0.500	163.77
0.382	163.60
LOW	163.05
0.618	162.16
1.000	161.61
1.618	160.72
2.618	159.28
4.250	156.93

Fisher Pivots for day following 28-Aug-2013
Pivot	1 day	3 day
R1	163.86	165.18
PP	163.82	164.75
S1	163.77	164.33

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

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