SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2013

Day Change Summary
	Previous	Current
	06-Sep-2013	09-Sep-2013	Change	Change %	Previous Week
Open	166.51	166.45	-0.06	0.0%	165.23
High	166.98	167.73	0.75	0.4%	166.98
Low	164.48	166.45	1.97	1.2%	163.70
Close	166.04	167.63	1.59	1.0%	166.04
Range	2.50	1.28	-1.22	-48.8%	3.28
ATR	1.58	1.59	0.01	0.5%	0.00
Volume	159,756,406	87,559,195	-72,197,211	-45.2%	462,611,097

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.11	170.65	168.33
R3	169.83	169.37	167.98
R2	168.55	168.55	167.86
R1	168.09	168.09	167.75	168.32
PP	167.27	167.27	167.27	167.39
S1	166.81	166.81	167.51	167.04
S2	165.99	165.99	167.40
S3	164.71	165.53	167.28
S4	163.43	164.25	166.93

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	167.73	163.70	4.03	2.4%	1.64	1.0%	98%	True	False	110,034,058
10	167.73	163.05	4.68	2.8%	1.69	1.0%	98%	True	False	116,073,918
20	169.90	163.05	6.85	4.1%	1.50	0.9%	67%	False	False	110,569,730
40	170.97	163.05	7.92	4.7%	1.29	0.8%	58%	False	False	102,287,019
60	170.97	155.73	15.24	9.1%	1.47	0.9%	78%	False	False	119,423,441
80	170.97	155.73	15.24	9.1%	1.60	1.0%	78%	False	False	128,918,649
100	170.97	153.55	17.42	10.4%	1.54	0.9%	81%	False	False	125,973,660
120	170.97	153.55	17.42	10.4%	1.52	0.9%	81%	False	False	126,505,622

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.17
2.618	171.08
1.618	169.80
1.000	169.01
0.618	168.52
HIGH	167.73
0.618	167.24
0.500	167.09
0.382	166.94
LOW	166.45
0.618	165.66
1.000	165.17
1.618	164.38
2.618	163.10
4.250	161.01

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	167.45	167.12
PP	167.27	166.61
S1	167.09	166.11

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

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