SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	169.21	170.51	1.30	0.8%	167.42
High	171.08	171.15	0.07	0.0%	170.32
Low	169.08	169.47	0.39	0.2%	164.53
Close	170.94	169.70	-1.24	-0.7%	170.26
Range	2.00	1.68	-0.32	-16.0%	5.79
ATR	1.75	1.74	0.00	-0.3%	0.00
Volume	112,106,406	155,484,500	43,378,094	38.7%	744,277,101

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.15	174.10	170.62
R3	173.47	172.42	170.16
R2	171.79	171.79	170.01
R1	170.74	170.74	169.85	170.43
PP	170.11	170.11	170.11	169.95
S1	169.06	169.06	169.55	168.75
S2	168.43	168.43	169.39
S3	166.75	167.38	169.24
S4	165.07	165.70	168.78

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	171.15	164.53	6.62	3.9%	1.79	1.1%	78%	True	False	147,511,620
10	171.15	164.53	6.62	3.9%	1.75	1.0%	78%	True	False	139,879,441
20	173.60	164.53	9.07	5.3%	1.58	0.9%	57%	False	False	132,869,066
40	173.60	163.05	10.55	6.2%	1.48	0.9%	63%	False	False	120,608,770
60	173.60	163.05	10.55	6.2%	1.38	0.8%	63%	False	False	112,933,275
80	173.60	155.73	17.87	10.5%	1.38	0.8%	78%	False	False	114,953,789
100	173.60	155.73	17.87	10.5%	1.54	0.9%	78%	False	False	126,602,284
120	173.60	155.73	17.87	10.5%	1.51	0.9%	78%	False	False	125,016,511

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	178.29
2.618	175.55
1.618	173.87
1.000	172.83
0.618	172.19
HIGH	171.15
0.618	170.51
0.500	170.31
0.382	170.11
LOW	169.47
0.618	168.43
1.000	167.79
1.618	166.75
2.618	165.07
4.250	162.33

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	170.31	169.96
PP	170.11	169.87
S1	169.90	169.79

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

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