SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2013

Day Change Summary
	Previous	Current
	16-Oct-2013	17-Oct-2013	Change	Change %	Previous Week
Open	170.72	171.37	0.65	0.4%	167.42
High	172.16	173.32	1.16	0.7%	170.32
Low	170.63	171.34	0.71	0.4%	164.53
Close	172.07	173.22	1.15	0.7%	170.26
Range	1.53	1.98	0.45	29.4%	5.79
ATR	1.79	1.81	0.01	0.7%	0.00
Volume	161,676,094	129,389,203	-32,286,891	-20.0%	744,277,101

Daily Pivots for day following 17-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	178.57	177.87	174.31
R3	176.59	175.89	173.76
R2	174.61	174.61	173.58
R1	173.91	173.91	173.40	174.26
PP	172.63	172.63	172.63	172.80
S1	171.93	171.93	173.04	172.28
S2	170.65	170.65	172.86
S3	168.67	169.95	172.68
S4	166.69	167.97	172.13

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	173.32	168.77	4.55	2.6%	1.75	1.0%	98%	True	False	132,739,179
10	173.32	164.53	8.79	5.1%	1.74	1.0%	99%	True	False	139,981,160
20	173.32	164.53	8.79	5.1%	1.56	0.9%	99%	True	False	129,918,460
40	173.60	163.05	10.55	6.1%	1.49	0.9%	96%	False	False	121,664,784
60	173.60	163.05	10.55	6.1%	1.39	0.8%	96%	False	False	114,555,305
80	173.60	159.25	14.35	8.3%	1.36	0.8%	97%	False	False	113,784,647
100	173.60	155.73	17.87	10.3%	1.54	0.9%	98%	False	False	126,560,403
120	173.60	155.73	17.87	10.3%	1.53	0.9%	98%	False	False	125,904,863

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	181.74
2.618	178.50
1.618	176.52
1.000	175.30
0.618	174.54
HIGH	173.32
0.618	172.56
0.500	172.33
0.382	172.10
LOW	171.34
0.618	170.12
1.000	169.36
1.618	168.14
2.618	166.16
4.250	162.93

Fisher Pivots for day following 17-Oct-2013
Pivot	1 day	3 day
R1	172.92	172.61
PP	172.63	172.00
S1	172.33	171.40

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

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