SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	181.32	181.09	-0.23	-0.1%	181.13
High	181.75	181.43	-0.32	-0.2%	181.75
Low	180.80	180.25	-0.55	-0.3%	180.37
Close	181.00	180.53	-0.47	-0.3%	181.00
Range	0.95	1.18	0.23	24.2%	1.38
ATR	1.29	1.28	-0.01	-0.6%	0.00
Volume	55,870,898	99,725,703	43,854,805	78.5%	281,150,093

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	184.28	183.58	181.18
R3	183.10	182.40	180.85
R2	181.92	181.92	180.75
R1	181.22	181.22	180.64	180.98
PP	180.74	180.74	180.74	180.62
S1	180.04	180.04	180.42	179.80
S2	179.56	179.56	180.31
S3	178.38	178.86	180.21
S4	177.20	177.68	179.88

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	185.18	184.47	181.76
R3	183.80	183.09	181.38
R2	182.42	182.42	181.25
R1	181.71	181.71	181.13	181.38
PP	181.04	181.04	181.04	180.87
S1	180.33	180.33	180.87	180.00
S2	179.66	179.66	180.75
S3	178.28	178.95	180.62
S4	176.90	177.57	180.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	181.75	180.25	1.50	0.8%	0.87	0.5%	19%	False	True	76,175,159
10	181.75	177.98	3.77	2.1%	1.12	0.6%	68%	False	False	87,860,878
20	181.75	174.76	6.99	3.9%	1.27	0.7%	83%	False	False	94,393,614
40	181.75	164.53	17.22	9.5%	1.34	0.7%	93%	False	False	110,457,894
60	181.75	164.53	17.22	9.5%	1.32	0.7%	93%	False	False	111,940,484
80	181.75	163.05	18.70	10.4%	1.36	0.8%	93%	False	False	111,651,511
100	181.75	163.05	18.70	10.4%	1.30	0.7%	93%	False	False	108,245,632
120	181.75	155.73	26.02	14.4%	1.41	0.8%	95%	False	False	116,315,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	186.45
2.618	184.52
1.618	183.34
1.000	182.61
0.618	182.16
HIGH	181.43
0.618	180.98
0.500	180.84
0.382	180.70
LOW	180.25
0.618	179.52
1.000	179.07
1.618	178.34
2.618	177.16
4.250	175.24

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	180.84	181.00
PP	180.74	180.84
S1	180.63	180.69

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

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