SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	165.85	166.51	0.66	0.4%	165.23
High	166.40	166.98	0.58	0.3%	166.98
Low	165.73	164.48	-1.25	-0.8%	163.70
Close	165.96	166.04	0.08	0.0%	166.04
Range	0.67	2.50	1.83	273.1%	3.28
ATR	1.51	1.58	0.07	4.7%	0.00
Volume	63,090,402	159,756,406	96,666,004	153.2%	462,611,097

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.33	172.19	167.42
R3	170.83	169.69	166.73
R2	168.33	168.33	166.50
R1	167.19	167.19	166.27	166.51
PP	165.83	165.83	165.83	165.50
S1	164.69	164.69	165.81	164.01
S2	163.33	163.33	165.58
S3	160.83	162.19	165.35
S4	158.33	159.69	164.67

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.41	174.01	167.84
R3	172.13	170.73	166.94
R2	168.85	168.85	166.64
R1	167.45	167.45	166.34	168.15
PP	165.57	165.57	165.57	165.93
S1	164.17	164.17	165.74	164.87
S2	162.29	162.29	165.44
S3	159.01	160.89	165.14
S4	155.73	157.61	164.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.98	163.17	3.81	2.3%	1.66	1.0%	75%	True	False	119,507,997
10	167.30	163.05	4.25	2.6%	1.66	1.0%	70%	False	False	116,407,349
20	170.10	163.05	7.05	4.2%	1.50	0.9%	42%	False	False	110,784,590
40	170.97	163.05	7.92	4.8%	1.27	0.8%	38%	False	False	102,703,354
60	170.97	155.73	15.24	9.2%	1.50	0.9%	68%	False	False	120,690,581
80	170.97	155.73	15.24	9.2%	1.60	1.0%	68%	False	False	129,332,702
100	170.97	153.55	17.42	10.5%	1.55	0.9%	72%	False	False	127,366,415
120	170.97	153.55	17.42	10.5%	1.53	0.9%	72%	False	False	127,172,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	177.61
2.618	173.53
1.618	171.03
1.000	169.48
0.618	168.53
HIGH	166.98
0.618	166.03
0.500	165.73
0.382	165.44
LOW	164.48
0.618	162.94
1.000	161.98
1.618	160.44
2.618	157.94
4.250	153.86

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	165.94	165.88
PP	165.83	165.72
S1	165.73	165.56

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

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