SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	171.16	170.46	-0.70	-0.4%	166.45
High	171.24	171.11	-0.13	-0.1%	169.56
Low	170.04	170.46	0.42	0.2%	166.45
Close	170.31	171.07	0.76	0.4%	169.33
Range	1.20	0.65	-0.55	-45.8%	3.11
ATR	1.46	1.41	-0.05	-3.2%	0.00
Volume	126,187,500	82,523,195	-43,664,305	-34.6%	443,889,280

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.83	172.60	171.43
R3	172.18	171.95	171.25
R2	171.53	171.53	171.19
R1	171.30	171.30	171.13	171.42
PP	170.88	170.88	170.88	170.94
S1	170.65	170.65	171.01	170.77
S2	170.23	170.23	170.95
S3	169.58	170.00	170.89
S4	168.93	169.35	170.71

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	177.78	176.66	171.04
R3	174.67	173.55	170.19
R2	171.56	171.56	169.90
R1	170.44	170.44	169.62	171.00
PP	168.45	168.45	168.45	168.73
S1	167.33	167.33	169.04	167.89
S2	165.34	165.34	168.76
S3	162.23	164.22	168.47
S4	159.12	161.11	167.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171.24	168.35	2.89	1.7%	0.89	0.5%	94%	False	False	91,838,617
10	171.24	164.14	7.10	4.2%	1.14	0.7%	98%	False	False	97,283,607
20	171.24	163.05	8.19	4.8%	1.38	0.8%	98%	False	False	108,348,473
40	171.24	163.05	8.19	4.8%	1.28	0.7%	98%	False	False	102,965,379
60	171.24	155.73	15.51	9.1%	1.31	0.8%	99%	False	False	108,982,030
80	171.24	155.73	15.51	9.1%	1.53	0.9%	99%	False	False	125,035,589
100	171.24	155.73	15.51	9.1%	1.50	0.9%	99%	False	False	123,446,000
120	171.24	153.55	17.69	10.3%	1.50	0.9%	99%	False	False	125,450,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	173.87
2.618	172.81
1.618	172.16
1.000	171.76
0.618	171.51
HIGH	171.11
0.618	170.86
0.500	170.79
0.382	170.71
LOW	170.46
0.618	170.06
1.000	169.81
1.618	169.41
2.618	168.76
4.250	167.70

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	170.98	170.71
PP	170.88	170.35
S1	170.79	169.99

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

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