SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	168.64	168.64	0.00	0.0%	165.23
High	168.90	169.40	0.50	0.3%	166.98
Low	168.26	168.35	0.09	0.1%	163.70
Close	168.87	169.40	0.53	0.3%	166.04
Range	0.64	1.05	0.41	64.1%	3.28
ATR	1.56	1.53	-0.04	-2.3%	0.00
Volume	105,847,695	94,545,797	-11,301,898	-10.7%	462,611,097

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.20	171.85	169.98
R3	171.15	170.80	169.69
R2	170.10	170.10	169.59
R1	169.75	169.75	169.50	169.93
PP	169.05	169.05	169.05	169.14
S1	168.70	168.70	169.30	168.88
S2	168.00	168.00	169.21
S3	166.95	167.65	169.11
S4	165.90	166.60	168.82

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	169.40	164.48	4.92	2.9%	1.23	0.7%	100%	True	False	102,159,899
10	169.40	163.05	6.35	3.7%	1.44	0.8%	100%	True	False	111,280,597
20	169.80	163.05	6.75	4.0%	1.46	0.9%	94%	False	False	113,119,445
40	170.97	163.05	7.92	4.7%	1.28	0.8%	80%	False	False	103,343,044
60	170.97	155.73	15.24	9.0%	1.44	0.8%	90%	False	False	118,138,453
80	170.97	155.73	15.24	9.0%	1.59	0.9%	90%	False	False	128,427,138
100	170.97	154.75	16.22	9.6%	1.52	0.9%	90%	False	False	124,804,889
120	170.97	153.55	17.42	10.3%	1.52	0.9%	91%	False	False	126,155,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.86
2.618	172.15
1.618	171.10
1.000	170.45
0.618	170.05
HIGH	169.40
0.618	169.00
0.500	168.88
0.382	168.75
LOW	168.35
0.618	167.70
1.000	167.30
1.618	166.65
2.618	165.60
4.250	163.89

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	169.23	168.91
PP	169.05	168.42
S1	168.88	167.93

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

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