SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Oct-2013

Day Change Summary
	Previous	Current
	07-Oct-2013	08-Oct-2013	Change	Change %	Previous Week
Open	167.42	167.40	-0.02	0.0%	167.48
High	168.45	167.62	-0.83	-0.5%	169.50
Low	167.25	165.36	-1.89	-1.1%	166.84
Close	167.43	165.48	-1.95	-1.2%	168.89
Range	1.20	2.26	1.06	88.3%	2.66
ATR	1.54	1.59	0.05	3.4%	0.00
Volume	96,295,109	178,014,797	81,719,688	84.9%	658,024,210

Daily Pivots for day following 08-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.93	171.47	166.72
R3	170.67	169.21	166.10
R2	168.41	168.41	165.89
R1	166.95	166.95	165.69	166.55
PP	166.15	166.15	166.15	165.96
S1	164.69	164.69	165.27	164.29
S2	163.89	163.89	165.07
S3	161.63	162.43	164.86
S4	159.37	160.17	164.24

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	169.34	165.36	3.98	2.4%	1.72	1.0%	3%	False	True	132,247,262
10	170.17	165.36	4.81	2.9%	1.44	0.9%	2%	False	True	122,592,851
20	173.60	165.36	8.24	5.0%	1.36	0.8%	1%	False	True	118,950,815
40	173.60	163.05	10.55	6.4%	1.42	0.9%	23%	False	False	115,691,635
60	173.60	163.05	10.55	6.4%	1.31	0.8%	23%	False	False	108,448,238
80	173.60	155.73	17.87	10.8%	1.43	0.9%	55%	False	False	118,863,415
100	173.60	155.73	17.87	10.8%	1.54	0.9%	55%	False	False	126,884,424
120	173.60	154.12	19.48	11.8%	1.50	0.9%	58%	False	False	124,288,725

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	0.27
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	177.23
2.618	173.54
1.618	171.28
1.000	169.88
0.618	169.02
HIGH	167.62
0.618	166.76
0.500	166.49
0.382	166.22
LOW	165.36
0.618	163.96
1.000	163.10
1.618	161.70
2.618	159.44
4.250	155.76

Fisher Pivots for day following 08-Oct-2013
Pivot	1 day	3 day
R1	166.49	167.21
PP	166.15	166.63
S1	165.82	166.06

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

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