SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	168.35	168.79	0.44	0.3%	170.49
High	169.34	168.94	-0.40	-0.2%	170.65
Low	167.83	166.84	-0.99	-0.6%	168.47
Close	169.18	167.62	-1.56	-0.9%	168.91
Range	1.51	2.10	0.59	39.1%	2.18
ATR	1.47	1.53	0.06	4.3%	0.00
Volume	113,349,695	176,698,406	63,348,711	55.9%	504,543,796

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	174.10	172.96	168.78
R3	172.00	170.86	168.20
R2	169.90	169.90	168.01
R1	168.76	168.76	167.81	168.28
PP	167.80	167.80	167.80	167.56
S1	166.66	166.66	167.43	166.18
S2	165.70	165.70	167.24
S3	163.60	164.56	167.04
S4	161.50	162.46	166.47

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	169.50	166.84	2.66	1.6%	1.44	0.9%	29%	False	True	132,057,421
10	172.33	166.84	5.49	3.3%	1.37	0.8%	14%	False	True	119,855,760
20	173.60	164.48	9.12	5.4%	1.33	0.8%	34%	False	False	118,049,569
40	173.60	163.05	10.55	6.3%	1.38	0.8%	43%	False	False	112,977,700
60	173.60	163.05	10.55	6.3%	1.29	0.8%	43%	False	False	107,416,021
80	173.60	155.73	17.87	10.7%	1.46	0.9%	67%	False	False	120,246,584
100	173.60	155.73	17.87	10.7%	1.54	0.9%	67%	False	False	126,668,519
120	173.60	153.55	20.05	12.0%	1.50	0.9%	70%	False	False	125,711,535

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	0.29
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	177.87
2.618	174.44
1.618	172.34
1.000	171.04
0.618	170.24
HIGH	168.94
0.618	168.14
0.500	167.89
0.382	167.64
LOW	166.84
0.618	165.54
1.000	164.74
1.618	163.44
2.618	161.34
4.250	157.92

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	167.89	168.17
PP	167.80	167.99
S1	167.71	167.80

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

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