SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	178.97	179.98	1.01	0.6%	180.35
High	180.05	180.83	0.78	0.4%	180.83
Low	178.86	179.77	0.91	0.5%	177.98
Close	179.91	180.81	0.90	0.5%	180.81
Range	1.19	1.06	-0.13	-10.9%	2.85
ATR	1.49	1.46	-0.03	-2.0%	0.00
Volume	92,841,195	81,295,797	-11,545,398	-12.4%	497,732,984

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	183.65	183.29	181.39
R3	182.59	182.23	181.10
R2	181.53	181.53	181.00
R1	181.17	181.17	180.91	181.35
PP	180.47	180.47	180.47	180.56
S1	180.11	180.11	180.71	180.29
S2	179.41	179.41	180.62
S3	178.35	179.05	180.52
S4	177.29	177.99	180.23

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	188.42	187.47	182.38
R3	185.57	184.62	181.59
R2	182.72	182.72	181.33
R1	181.77	181.77	181.07	182.25
PP	179.87	179.87	179.87	180.11
S1	178.92	178.92	180.55	179.40
S2	177.02	177.02	180.29
S3	174.17	176.07	180.03
S4	171.32	173.22	179.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180.83	177.98	2.85	1.6%	1.37	0.8%	99%	True	False	99,546,596
10	180.83	176.09	4.74	2.6%	1.27	0.7%	100%	True	False	95,443,438
20	180.83	174.76	6.07	3.4%	1.37	0.8%	100%	True	False	104,798,208
40	180.83	164.53	16.30	9.0%	1.43	0.8%	100%	True	False	117,386,604
60	180.83	163.17	17.66	9.8%	1.38	0.8%	100%	True	False	115,551,554
80	180.83	163.05	17.78	9.8%	1.37	0.8%	100%	True	False	112,137,062
100	180.83	161.30	19.53	10.8%	1.33	0.7%	100%	True	False	110,505,093
120	180.83	155.73	25.10	13.9%	1.46	0.8%	100%	True	False	120,064,837

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	185.34
2.618	183.61
1.618	182.55
1.000	181.89
0.618	181.49
HIGH	180.83
0.618	180.43
0.500	180.30
0.382	180.17
LOW	179.77
0.618	179.11
1.000	178.71
1.618	178.05
2.618	176.99
4.250	175.27

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	180.64	180.34
PP	180.47	179.87
S1	180.30	179.41

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

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