SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	165.23	164.43	-0.80	-0.5%	166.79
High	165.58	166.03	0.45	0.3%	167.30
Low	163.70	164.14	0.44	0.3%	163.05
Close	164.39	165.75	1.36	0.8%	163.65
Range	1.88	1.89	0.01	0.5%	4.25
ATR	1.55	1.57	0.02	1.6%	0.00
Volume	142,375,000	97,389,289	-44,985,711	-31.6%	610,568,890

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.98	170.25	166.79
R3	169.09	168.36	166.27
R2	167.20	167.20	166.10
R1	166.47	166.47	165.92	166.84
PP	165.31	165.31	165.31	165.49
S1	164.58	164.58	165.58	164.95
S2	163.42	163.42	165.40
S3	161.53	162.69	165.23
S4	159.64	160.80	164.71

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	177.42	174.78	165.99
R3	173.17	170.53	164.82
R2	168.92	168.92	164.43
R1	166.28	166.28	164.04	165.48
PP	164.67	164.67	164.67	164.26
S1	162.03	162.03	163.26	161.23
S2	160.42	160.42	162.87
S3	156.17	157.78	162.48
S4	151.92	153.53	161.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.03	163.05	2.98	1.8%	1.64	1.0%	91%	True	False	120,401,295
10	167.30	163.05	4.25	2.6%	1.67	1.0%	64%	False	False	120,222,839
20	170.18	163.05	7.13	4.3%	1.45	0.9%	38%	False	False	108,994,040
40	170.97	163.05	7.92	4.8%	1.28	0.8%	34%	False	False	103,557,726
60	170.97	155.73	15.24	9.2%	1.53	0.9%	66%	False	False	122,585,838
80	170.97	155.73	15.24	9.2%	1.60	1.0%	66%	False	False	129,057,666
100	170.97	153.55	17.42	10.5%	1.56	0.9%	70%	False	False	128,785,615
120	170.97	153.55	17.42	10.5%	1.52	0.9%	70%	False	False	127,526,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	174.06
2.618	170.98
1.618	169.09
1.000	167.92
0.618	167.20
HIGH	166.03
0.618	165.31
0.500	165.09
0.382	164.86
LOW	164.14
0.618	162.97
1.000	162.25
1.618	161.08
2.618	159.19
4.250	156.11

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	165.53	165.37
PP	165.31	164.98
S1	165.09	164.60

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

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