SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Sep-2013

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	168.84	167.48	-1.36	-0.8%	170.49
High	169.14	168.54	-0.60	-0.4%	170.65
Low	168.47	167.15	-1.32	-0.8%	168.47
Close	168.91	168.01	-0.90	-0.5%	168.91
Range	0.67	1.39	0.72	107.5%	2.18
ATR	1.43	1.46	0.02	1.6%	0.00
Volume	99,141,203	143,937,406	44,796,203	45.2%	504,543,796

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.07	171.43	168.77
R3	170.68	170.04	168.39
R2	169.29	169.29	168.26
R1	168.65	168.65	168.14	168.97
PP	167.90	167.90	167.90	168.06
S1	167.26	167.26	167.88	167.58
S2	166.51	166.51	167.76
S3	165.12	165.87	167.63
S4	163.73	164.48	167.25

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.88	174.58	170.11
R3	173.70	172.40	169.51
R2	171.52	171.52	169.31
R1	170.22	170.22	169.11	169.78
PP	169.34	169.34	169.34	169.13
S1	168.04	168.04	168.71	167.60
S2	167.16	167.16	168.51
S3	164.98	165.86	168.31
S4	162.80	163.68	167.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170.53	167.15	3.38	2.0%	1.12	0.7%	25%	False	True	108,772,960
10	173.60	167.15	6.45	3.8%	1.32	0.8%	13%	False	True	121,394,970
20	173.60	163.70	9.90	5.9%	1.29	0.8%	44%	False	False	112,331,879
40	173.60	163.05	10.55	6.3%	1.33	0.8%	47%	False	False	108,208,040
60	173.60	163.05	10.55	6.3%	1.26	0.8%	47%	False	False	106,276,211
80	173.60	155.73	17.87	10.6%	1.46	0.9%	69%	False	False	120,700,353
100	173.60	155.73	17.87	10.6%	1.52	0.9%	69%	False	False	125,414,278
120	173.60	153.55	20.05	11.9%	1.50	0.9%	72%	False	False	125,932,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	174.45
2.618	172.18
1.618	170.79
1.000	169.93
0.618	169.40
HIGH	168.54
0.618	168.01
0.500	167.85
0.382	167.68
LOW	167.15
0.618	166.29
1.000	165.76
1.618	164.90
2.618	163.51
4.250	161.24

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	167.96	168.66
PP	167.90	168.44
S1	167.85	168.23

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

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