SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	168.79	167.75	-1.04	-0.6%	167.48
High	168.94	169.06	0.12	0.1%	169.50
Low	166.84	167.53	0.69	0.4%	166.84
Close	167.62	168.89	1.27	0.8%	168.89
Range	2.10	1.53	-0.57	-27.1%	2.66
ATR	1.53	1.53	0.00	0.0%	0.00
Volume	176,698,406	96,878,305	-79,820,101	-45.2%	658,024,210

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.08	172.52	169.73
R3	171.55	170.99	169.31
R2	170.02	170.02	169.17
R1	169.46	169.46	169.03	169.74
PP	168.49	168.49	168.49	168.64
S1	167.93	167.93	168.75	168.21
S2	166.96	166.96	168.61
S3	165.43	166.40	168.47
S4	163.90	164.87	168.05

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	176.39	175.30	170.35
R3	173.73	172.64	169.62
R2	171.07	171.07	169.38
R1	169.98	169.98	169.13	170.53
PP	168.41	168.41	168.41	168.68
S1	167.32	167.32	168.65	167.87
S2	165.75	165.75	168.40
S3	163.09	164.66	168.16
S4	160.43	162.00	167.43

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%	1.61	1.0%	77%	False	False	131,604,842
10	170.65	166.84	3.81	2.3%	1.35	0.8%	54%	False	False	116,256,800
20	173.60	166.45	7.15	4.2%	1.28	0.8%	34%	False	False	114,905,664
40	173.60	163.05	10.55	6.2%	1.39	0.8%	55%	False	False	112,845,127
60	173.60	163.05	10.55	6.2%	1.28	0.8%	55%	False	False	106,770,791
80	173.60	155.73	17.87	10.6%	1.45	0.9%	74%	False	False	119,244,352
100	173.60	155.73	17.87	10.6%	1.54	0.9%	74%	False	False	126,447,294
120	173.60	153.55	20.05	11.9%	1.50	0.9%	77%	False	False	125,289,623

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	175.56
2.618	173.07
1.618	171.54
1.000	170.59
0.618	170.01
HIGH	169.06
0.618	168.48
0.500	168.30
0.382	168.11
LOW	167.53
0.618	166.58
1.000	166.00
1.618	165.05
2.618	163.52
4.250	161.03

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	168.69	168.62
PP	168.49	168.36
S1	168.30	168.09

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

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