SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2013

Day Change Summary
	Previous	Current
	23-Oct-2013	24-Oct-2013	Change	Change %	Previous Week
Open	174.81	174.92	0.11	0.1%	169.21
High	174.89	175.37	0.48	0.3%	174.51
Low	173.96	174.51	0.55	0.3%	169.08
Close	174.57	175.15	0.58	0.3%	174.39
Range	0.93	0.86	-0.07	-7.5%	5.43
ATR	1.67	1.61	-0.06	-3.5%	0.00
Volume	105,484,398	70,350,398	-35,134,000	-33.3%	696,971,812

Daily Pivots for day following 24-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	177.59	177.23	175.62
R3	176.73	176.37	175.39
R2	175.87	175.87	175.31
R1	175.51	175.51	175.23	175.69
PP	175.01	175.01	175.01	175.10
S1	174.65	174.65	175.07	174.83
S2	174.15	174.15	174.99
S3	173.29	173.79	174.91
S4	172.43	172.93	174.68

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	173.51	2.42	1.4%	1.01	0.6%	68%	False	False	108,983,421
10	175.93	168.77	7.16	4.1%	1.38	0.8%	89%	False	False	120,861,300
20	175.93	164.53	11.40	6.5%	1.48	0.8%	93%	False	False	130,250,791
40	175.93	163.17	12.76	7.3%	1.41	0.8%	94%	False	False	121,567,602
60	175.93	163.05	12.88	7.4%	1.38	0.8%	94%	False	False	114,863,563
80	175.93	160.22	15.71	9.0%	1.33	0.8%	95%	False	False	111,701,701
100	175.93	155.73	20.20	11.5%	1.49	0.8%	96%	False	False	124,299,286
120	175.93	155.73	20.20	11.5%	1.51	0.9%	96%	False	False	125,759,527

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 3 trading days

Fibonacci Retracements and Extensions
4.250	179.03
2.618	177.62
1.618	176.76
1.000	176.23
0.618	175.90
HIGH	175.37
0.618	175.04
0.500	174.94
0.382	174.84
LOW	174.51
0.618	173.98
1.000	173.65
1.618	173.12
2.618	172.26
4.250	170.86

Fisher Pivots for day following 24-Oct-2013
Pivot	1 day	3 day
R1	175.08	175.08
PP	175.01	175.01
S1	174.94	174.95

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

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