SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	164.43	165.85	1.42	0.9%	166.79
High	166.03	166.40	0.37	0.2%	167.30
Low	164.14	165.73	1.59	1.0%	163.05
Close	165.75	165.96	0.21	0.1%	163.65
Range	1.89	0.67	-1.22	-64.6%	4.25
ATR	1.57	1.51	-0.06	-4.1%	0.00
Volume	97,389,289	63,090,402	-34,298,887	-35.2%	610,568,890

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	168.04	167.67	166.33
R3	167.37	167.00	166.14
R2	166.70	166.70	166.08
R1	166.33	166.33	166.02	166.52
PP	166.03	166.03	166.03	166.12
S1	165.66	165.66	165.90	165.85
S2	165.36	165.36	165.84
S3	164.69	164.99	165.78
S4	164.02	164.32	165.59

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	166.40	163.17	3.23	1.9%	1.49	0.9%	86%	True	False	111,396,796
10	167.30	163.05	4.25	2.6%	1.56	0.9%	68%	False	False	110,578,838
20	170.18	163.05	7.13	4.3%	1.44	0.9%	41%	False	False	107,905,830
40	170.97	163.05	7.92	4.8%	1.27	0.8%	37%	False	False	102,099,246
60	170.97	155.73	15.24	9.2%	1.51	0.9%	67%	False	False	120,978,923
80	170.97	155.73	15.24	9.2%	1.59	1.0%	67%	False	False	128,823,257
100	170.97	153.55	17.42	10.5%	1.54	0.9%	71%	False	False	127,243,929
120	170.97	153.55	17.42	10.5%	1.52	0.9%	71%	False	False	126,896,921

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	0.31
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	169.25
2.618	168.15
1.618	167.48
1.000	167.07
0.618	166.81
HIGH	166.40
0.618	166.14
0.500	166.07
0.382	165.99
LOW	165.73
0.618	165.32
1.000	165.06
1.618	164.65
2.618	163.98
4.250	162.88

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	166.07	165.66
PP	166.03	165.35
S1	166.00	165.05

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

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