SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	114.36	117.17	2.81	2.5%	112.49
High	116.66	117.24	0.58	0.5%	117.24
Low	113.51	115.06	1.55	1.4%	107.43
Close	116.49	115.71	-0.78	-0.7%	115.71
Range	3.15	2.18	-0.97	-30.8%	9.81
ATR	3.37	3.29	-0.09	-2.5%	0.00
Volume	257,678,156	312,599,438	54,921,282	21.3%	1,677,755,407

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.54	121.31	116.91
R3	120.36	119.13	116.31
R2	118.18	118.18	116.11
R1	116.95	116.95	115.91	116.48
PP	116.00	116.00	116.00	115.77
S1	114.77	114.77	115.51	114.30
S2	113.82	113.82	115.31
S3	111.64	112.59	115.11
S4	109.46	110.41	114.51

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.89	139.11	121.11
R3	133.08	129.30	118.41
R2	123.27	123.27	117.51
R1	119.49	119.49	116.61	121.38
PP	113.46	113.46	113.46	114.41
S1	109.68	109.68	114.81	111.57
S2	103.65	103.65	113.91
S3	93.84	99.87	113.01
S4	84.03	90.06	110.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.24	107.43	9.81	8.5%	3.55	3.1%	84%	True	False	335,551,081
10	119.56	107.43	12.13	10.5%	3.35	2.9%	68%	False	False	312,263,536
20	121.99	107.43	14.56	12.6%	2.97	2.6%	57%	False	False	311,361,168
40	123.51	107.43	16.08	13.9%	3.01	2.6%	51%	False	False	302,320,464
60	134.82	107.43	27.39	23.7%	3.05	2.6%	30%	False	False	311,987,668
80	135.70	107.43	28.27	24.4%	2.68	2.3%	29%	False	False	283,760,291
100	135.70	107.43	28.27	24.4%	2.43	2.1%	29%	False	False	262,332,578
120	137.18	107.43	29.75	25.7%	2.24	1.9%	28%	False	False	243,328,766

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.93
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	126.51
2.618	122.95
1.618	120.77
1.000	119.42
0.618	118.59
HIGH	117.24
0.618	116.41
0.500	116.15
0.382	115.89
LOW	115.06
0.618	113.71
1.000	112.88
1.618	111.53
2.618	109.35
4.250	105.80

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	116.15	115.28
PP	116.00	114.84
S1	115.86	114.41

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

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