SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2013

Day Change Summary
	Previous	Current
	10-Oct-2013	11-Oct-2013	Change	Change %	Previous Week
Open	167.29	168.91	1.62	1.0%	167.42
High	169.26	170.32	1.06	0.6%	170.32
Low	167.23	168.77	1.54	0.9%	164.53
Close	169.17	170.26	1.09	0.6%	170.26
Range	2.03	1.55	-0.48	-23.6%	5.79
ATR	1.74	1.73	-0.01	-0.8%	0.00
Volume	195,954,703	105,039,695	-90,915,008	-46.4%	744,277,101

Daily Pivots for day following 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	174.43	173.90	171.11
R3	172.88	172.35	170.69
R2	171.33	171.33	170.54
R1	170.80	170.80	170.40	171.07
PP	169.78	169.78	169.78	169.92
S1	169.25	169.25	170.12	169.52
S2	168.23	168.23	169.98
S3	166.68	167.70	169.83
S4	165.13	166.15	169.41

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	185.74	183.79	173.44
R3	179.95	178.00	171.85
R2	174.16	174.16	171.32
R1	172.21	172.21	170.79	173.19
PP	168.37	168.37	168.37	168.86
S1	166.42	166.42	169.73	167.40
S2	162.58	162.58	169.20
S3	156.79	160.63	168.67
S4	151.00	154.84	167.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170.32	164.53	5.79	3.4%	1.74	1.0%	99%	True	False	148,855,420
10	170.32	164.53	5.79	3.4%	1.68	1.0%	99%	True	False	140,230,131
20	173.60	164.53	9.07	5.3%	1.49	0.9%	63%	False	False	129,925,055
40	173.60	163.05	10.55	6.2%	1.45	0.9%	68%	False	False	119,601,645
60	173.60	163.05	10.55	6.2%	1.34	0.8%	68%	False	False	111,527,758
80	173.60	155.73	17.87	10.5%	1.42	0.8%	81%	False	False	119,023,749
100	173.60	155.73	17.87	10.5%	1.56	0.9%	81%	False	False	128,477,334
120	173.60	155.73	17.87	10.5%	1.50	0.9%	81%	False	False	124,685,267

Crabel Price Patterns
NR	True
NR4	True
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	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	176.91
2.618	174.38
1.618	172.83
1.000	171.87
0.618	171.28
HIGH	170.32
0.618	169.73
0.500	169.55
0.382	169.36
LOW	168.77
0.618	167.81
1.000	167.22
1.618	166.26
2.618	164.71
4.250	162.18

Fisher Pivots for day following 11-Oct-2013
Pivot	1 day	3 day
R1	170.02	169.32
PP	169.78	168.37
S1	169.55	167.43

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

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