SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	180.81	178.64	-2.17	-1.2%	181.09
High	180.85	178.86	-1.99	-1.1%	181.43
Low	178.50	177.76	-0.74	-0.4%	178.35
Close	178.72	178.13	-0.59	-0.3%	180.94
Range	2.35	1.10	-1.25	-53.2%	3.08
ATR	1.37	1.35	-0.02	-1.4%	0.00
Volume	130,590,805	115,564,797	-15,026,008	-11.5%	573,983,078

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	181.55	180.94	178.74
R3	180.45	179.84	178.43
R2	179.35	179.35	178.33
R1	178.74	178.74	178.23	178.50
PP	178.25	178.25	178.25	178.13
S1	177.64	177.64	178.03	177.40
S2	177.15	177.15	177.93
S3	176.05	176.54	177.83
S4	174.95	175.44	177.53

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	189.48	188.29	182.63
R3	186.40	185.21	181.79
R2	183.32	183.32	181.50
R1	182.13	182.13	181.22	181.19
PP	180.24	180.24	180.24	179.77
S1	179.05	179.05	180.66	178.11
S2	177.16	177.16	180.38
S3	174.08	175.97	180.09
S4	171.00	172.89	179.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	181.67	177.76	3.91	2.2%	1.13	0.6%	9%	False	True	104,996,581
10	181.75	177.76	3.99	2.2%	1.21	0.7%	9%	False	True	102,710,938
20	181.75	177.76	3.99	2.2%	1.15	0.6%	9%	False	True	97,818,743
40	181.75	171.34	10.41	5.8%	1.24	0.7%	65%	False	False	102,907,111
60	181.75	164.53	17.22	9.7%	1.33	0.7%	79%	False	False	112,198,021
80	181.75	163.05	18.70	10.5%	1.36	0.8%	81%	False	False	112,662,713
100	181.75	163.05	18.70	10.5%	1.33	0.7%	81%	False	False	109,731,274
120	181.75	157.42	24.33	13.7%	1.32	0.7%	85%	False	False	110,432,741

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	183.54
2.618	181.74
1.618	180.64
1.000	179.96
0.618	179.54
HIGH	178.86
0.618	178.44
0.500	178.31
0.382	178.18
LOW	177.76
0.618	177.08
1.000	176.66
1.618	175.98
2.618	174.88
4.250	173.09

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	178.31	179.56
PP	178.25	179.08
S1	178.19	178.61

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

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