SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2013

Day Change Summary
	Previous	Current
	15-Oct-2013	16-Oct-2013	Change	Change %	Previous Week
Open	170.51	170.72	0.21	0.1%	167.42
High	171.15	172.16	1.01	0.6%	170.32
Low	169.47	170.63	1.16	0.7%	164.53
Close	169.70	172.07	2.37	1.4%	170.26
Range	1.68	1.53	-0.15	-8.9%	5.79
ATR	1.74	1.79	0.05	2.9%	0.00
Volume	155,484,500	161,676,094	6,191,594	4.0%	744,277,101

Daily Pivots for day following 16-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	176.21	175.67	172.91
R3	174.68	174.14	172.49
R2	173.15	173.15	172.35
R1	172.61	172.61	172.21	172.88
PP	171.62	171.62	171.62	171.76
S1	171.08	171.08	171.93	171.35
S2	170.09	170.09	171.79
S3	168.56	169.55	171.65
S4	167.03	168.02	171.23

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	172.16	167.23	4.93	2.9%	1.76	1.0%	98%	True	False	146,052,279
10	172.16	164.53	7.63	4.4%	1.76	1.0%	99%	True	False	144,712,081
20	173.60	164.53	9.07	5.3%	1.51	0.9%	83%	False	False	130,779,840
40	173.60	163.05	10.55	6.1%	1.49	0.9%	85%	False	False	122,418,314
60	173.60	163.05	10.55	6.1%	1.39	0.8%	85%	False	False	114,280,716
80	173.60	157.42	16.18	9.4%	1.37	0.8%	91%	False	False	114,195,557
100	173.60	155.73	17.87	10.4%	1.54	0.9%	91%	False	False	126,703,307
120	173.60	155.73	17.87	10.4%	1.52	0.9%	91%	False	False	125,564,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.22
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	178.66
2.618	176.17
1.618	174.64
1.000	173.69
0.618	173.11
HIGH	172.16
0.618	171.58
0.500	171.40
0.382	171.21
LOW	170.63
0.618	169.68
1.000	169.10
1.618	168.15
2.618	166.62
4.250	164.13

Fisher Pivots for day following 16-Oct-2013
Pivot	1 day	3 day
R1	171.85	171.59
PP	171.62	171.10
S1	171.40	170.62

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

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