SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	172.33	170.49	-1.84	-1.1%	171.16
High	172.33	170.65	-1.68	-1.0%	173.60
Low	170.58	169.39	-1.19	-0.7%	170.04
Close	170.72	169.93	-0.79	-0.5%	170.72
Range	1.75	1.26	-0.49	-28.0%	3.56
ATR	1.53	1.52	-0.01	-0.9%	0.00
Volume	132,867,906	104,616,398	-28,251,508	-21.3%	691,656,007

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.77	173.11	170.62
R3	172.51	171.85	170.28
R2	171.25	171.25	170.16
R1	170.59	170.59	170.05	170.29
PP	169.99	169.99	169.99	169.84
S1	169.33	169.33	169.81	169.03
S2	168.73	168.73	169.70
S3	167.47	168.07	169.58
S4	166.21	166.81	169.24

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	169.39	4.21	2.5%	1.52	0.9%	13%	False	True	134,016,981
10	173.60	168.26	5.34	3.1%	1.21	0.7%	31%	False	False	115,260,249
20	173.60	163.05	10.55	6.2%	1.45	0.9%	65%	False	False	115,667,083
40	173.60	163.05	10.55	6.2%	1.32	0.8%	65%	False	False	107,336,559
60	173.60	159.86	13.74	8.1%	1.30	0.8%	73%	False	False	107,959,255
80	173.60	155.73	17.87	10.5%	1.54	0.9%	79%	False	False	125,337,481
100	173.60	155.73	17.87	10.5%	1.53	0.9%	79%	False	False	124,928,329
120	173.60	153.55	20.05	11.8%	1.52	0.9%	82%	False	False	126,531,858

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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176.01
2.618	173.95
1.618	172.69
1.000	171.91
0.618	171.43
HIGH	170.65
0.618	170.17
0.500	170.02
0.382	169.87
LOW	169.39
0.618	168.61
1.000	168.13
1.618	167.35
2.618	166.09
4.250	164.04

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	170.02	171.50
PP	169.99	170.97
S1	169.96	170.45

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

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