SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Sep-2013

Day Change Summary
	Previous	Current
	17-Sep-2013	18-Sep-2013	Change	Change %	Previous Week
Open	170.46	171.01	0.55	0.3%	166.45
High	171.11	173.52	2.41	1.4%	169.56
Low	170.46	170.58	0.12	0.1%	166.45
Close	171.07	173.05	1.98	1.2%	169.33
Range	0.65	2.94	2.29	352.3%	3.11
ATR	1.41	1.52	0.11	7.7%	0.00
Volume	82,523,195	203,460,609	120,937,414	146.5%	443,889,280

Daily Pivots for day following 18-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	181.20	180.07	174.67
R3	178.26	177.13	173.86
R2	175.32	175.32	173.59
R1	174.19	174.19	173.32	174.76
PP	172.38	172.38	172.38	172.67
S1	171.25	171.25	172.78	171.82
S2	169.44	169.44	172.51
S3	166.50	168.31	172.24
S4	163.56	165.37	171.43

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	173.52	168.72	4.80	2.8%	1.27	0.7%	90%	True	False	113,621,579
10	173.52	164.48	9.04	5.2%	1.25	0.7%	95%	True	False	107,890,739
20	173.52	163.05	10.47	6.1%	1.46	0.8%	96%	True	False	114,056,789
40	173.52	163.05	10.47	6.1%	1.33	0.8%	96%	True	False	106,031,154
60	173.52	157.42	16.10	9.3%	1.32	0.8%	97%	True	False	108,667,462
80	173.52	155.73	17.79	10.3%	1.55	0.9%	97%	True	False	125,684,174
100	173.52	155.73	17.79	10.3%	1.52	0.9%	97%	True	False	124,521,432
120	173.52	153.55	19.97	11.5%	1.52	0.9%	98%	True	False	126,288,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	186.02
2.618	181.22
1.618	178.28
1.000	176.46
0.618	175.34
HIGH	173.52
0.618	172.40
0.500	172.05
0.382	171.70
LOW	170.58
0.618	168.76
1.000	167.64
1.618	165.82
2.618	162.88
4.250	158.09

Fisher Pivots for day following 18-Sep-2013
Pivot	1 day	3 day
R1	172.72	172.63
PP	172.38	172.20
S1	172.05	171.78

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

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