SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	174.45	174.91	0.46	0.3%	169.21
High	174.75	175.93	1.18	0.7%	174.51
Low	174.01	174.43	0.42	0.2%	169.08
Close	174.40	175.41	1.01	0.6%	174.39
Range	0.74	1.50	0.76	102.7%	5.43
ATR	1.70	1.68	-0.01	-0.7%	0.00
Volume	104,103,508	126,663,195	22,559,687	21.7%	696,971,812

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	179.76	179.08	176.24
R3	178.26	177.58	175.82
R2	176.76	176.76	175.69
R1	176.08	176.08	175.55	176.42
PP	175.26	175.26	175.26	175.43
S1	174.58	174.58	175.27	174.92
S2	173.76	173.76	175.14
S3	172.26	173.08	175.00
S4	170.76	171.58	174.59

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	188.95	187.10	177.38
R3	183.52	181.67	175.88
R2	178.09	178.09	175.39
R1	176.24	176.24	174.89	177.17
PP	172.66	172.66	172.66	173.12
S1	170.81	170.81	173.89	171.74
S2	167.23	167.23	173.39
S3	161.80	165.38	172.90
S4	156.37	159.95	171.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175.93	170.63	5.30	3.0%	1.35	0.8%	90%	True	False	132,029,521
10	175.93	164.53	11.40	6.5%	1.57	0.9%	95%	True	False	139,770,571
20	175.93	164.53	11.40	6.5%	1.50	0.9%	95%	True	False	131,181,711
40	175.93	163.05	12.88	7.3%	1.47	0.8%	96%	True	False	123,840,097
60	175.93	163.05	12.88	7.3%	1.39	0.8%	96%	True	False	115,726,408
80	175.93	160.22	15.71	9.0%	1.35	0.8%	97%	True	False	113,088,995
100	175.93	155.73	20.20	11.5%	1.51	0.9%	97%	True	False	125,801,157
120	175.93	155.73	20.20	11.5%	1.52	0.9%	97%	True	False	126,053,272

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	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	182.31
2.618	179.86
1.618	178.36
1.000	177.43
0.618	176.86
HIGH	175.93
0.618	175.36
0.500	175.18
0.382	175.00
LOW	174.43
0.618	173.50
1.000	172.93
1.618	172.00
2.618	170.50
4.250	168.06

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	175.33	175.18
PP	175.26	174.95
S1	175.18	174.72

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

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