SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	173.52	172.33	-1.19	-0.7%	171.16
High	173.60	172.33	-1.27	-0.7%	173.60
Low	172.59	170.58	-2.01	-1.2%	170.04
Close	172.76	170.72	-2.04	-1.2%	170.72
Range	1.01	1.75	0.74	73.3%	3.56
ATR	1.48	1.53	0.05	3.4%	0.00
Volume	146,616,797	132,867,906	-13,748,891	-9.4%	691,656,007

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	176.46	175.34	171.68
R3	174.71	173.59	171.20
R2	172.96	172.96	171.04
R1	171.84	171.84	170.88	171.53
PP	171.21	171.21	171.21	171.05
S1	170.09	170.09	170.56	169.78
S2	169.46	169.46	170.40
S3	167.71	168.34	170.24
S4	165.96	166.59	169.76

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	182.13	179.99	172.68
R3	178.57	176.43	171.70
R2	175.01	175.01	171.37
R1	172.87	172.87	171.05	172.16
PP	171.45	171.45	171.45	171.10
S1	169.31	169.31	170.39	168.60
S2	167.89	167.89	170.07
S3	164.33	165.75	169.74
S4	160.77	162.19	168.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173.60	170.04	3.56	2.1%	1.51	0.9%	19%	False	False	138,331,201
10	173.60	166.45	7.15	4.2%	1.21	0.7%	60%	False	False	113,554,528
20	173.60	163.05	10.55	6.2%	1.44	0.8%	73%	False	False	114,980,939
40	173.60	163.05	10.55	6.2%	1.33	0.8%	73%	False	False	107,416,512
60	173.60	159.86	13.74	8.0%	1.30	0.8%	79%	False	False	108,373,709
80	173.60	155.73	17.87	10.5%	1.54	0.9%	84%	False	False	125,377,197
100	173.60	155.73	17.87	10.5%	1.53	0.9%	84%	False	False	125,270,716
120	173.60	153.55	20.05	11.7%	1.52	0.9%	86%	False	False	126,944,782

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	179.77
2.618	176.91
1.618	175.16
1.000	174.08
0.618	173.41
HIGH	172.33
0.618	171.66
0.500	171.46
0.382	171.25
LOW	170.58
0.618	169.50
1.000	168.83
1.618	167.75
2.618	166.00
4.250	163.14

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	171.46	172.09
PP	171.21	171.63
S1	170.97	171.18

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

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