SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	170.49	169.90	-0.59	-0.3%	171.16
High	170.65	170.53	-0.12	-0.1%	173.60
Low	169.39	169.21	-0.18	-0.1%	170.04
Close	169.93	169.53	-0.40	-0.2%	170.72
Range	1.26	1.32	0.06	4.8%	3.56
ATR	1.52	1.50	-0.01	-0.9%	0.00
Volume	104,616,398	106,333,000	1,716,602	1.6%	691,656,007

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.72	172.94	170.26
R3	172.40	171.62	169.89
R2	171.08	171.08	169.77
R1	170.30	170.30	169.65	170.03
PP	169.76	169.76	169.76	169.62
S1	168.98	168.98	169.41	168.71
S2	168.44	168.44	169.29
S3	167.12	167.66	169.17
S4	165.80	166.34	168.80

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	169.21	4.39	2.6%	1.66	1.0%	7%	False	True	138,778,942
10	173.60	168.35	5.25	3.1%	1.27	0.8%	22%	False	False	115,308,779
20	173.60	163.05	10.55	6.2%	1.44	0.9%	61%	False	False	116,498,483
40	173.60	163.05	10.55	6.2%	1.33	0.8%	61%	False	False	107,998,757
60	173.60	160.22	13.38	7.9%	1.30	0.8%	70%	False	False	107,058,090
80	173.60	155.73	17.87	10.5%	1.51	0.9%	77%	False	False	124,456,018
100	173.60	155.73	17.87	10.5%	1.52	0.9%	77%	False	False	125,027,584
120	173.60	153.55	20.05	11.8%	1.52	0.9%	80%	False	False	126,318,925

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176.14
2.618	173.99
1.618	172.67
1.000	171.85
0.618	171.35
HIGH	170.53
0.618	170.03
0.500	169.87
0.382	169.71
LOW	169.21
0.618	168.39
1.000	167.89
1.618	167.07
2.618	165.75
4.250	163.60

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	169.87	170.77
PP	169.76	170.36
S1	169.64	169.94

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

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