SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	121.99	120.14	-1.85	-1.5%	117.68
High	122.55	123.50	0.95	0.8%	122.60
Low	119.93	119.20	-0.73	-0.6%	117.67
Close	120.23	122.58	2.35	2.0%	122.57
Range	2.62	4.30	1.68	64.1%	4.93
ATR	2.94	3.04	0.10	3.3%	0.00
Volume	202,081,016	318,676,531	116,595,515	57.7%	1,144,187,735

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.66	132.92	124.95
R3	130.36	128.62	123.76
R2	126.06	126.06	123.37
R1	124.32	124.32	122.97	125.19
PP	121.76	121.76	121.76	122.20
S1	120.02	120.02	122.19	120.89
S2	117.46	117.46	121.79
S3	113.16	115.72	121.40
S4	108.86	111.42	120.22

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.74	134.08	125.28
R3	130.81	129.15	123.93
R2	125.88	125.88	123.47
R1	124.22	124.22	123.02	125.05
PP	120.95	120.95	120.95	121.36
S1	119.29	119.29	122.12	120.12
S2	116.02	116.02	121.67
S3	111.09	114.36	121.21
S4	106.16	109.43	119.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.50	119.12	4.38	3.6%	2.37	1.9%	79%	True	False	245,130,340
10	123.50	111.58	11.92	9.7%	2.36	1.9%	92%	True	False	251,917,259
20	123.50	107.43	16.07	13.1%	2.89	2.4%	94%	True	False	296,227,485
40	123.51	107.43	16.08	13.1%	2.86	2.3%	94%	False	False	286,472,496
60	133.96	107.43	26.53	21.6%	3.14	2.6%	57%	False	False	320,555,843
80	135.70	107.43	28.27	23.1%	2.72	2.2%	54%	False	False	286,028,796
100	135.70	107.43	28.27	23.1%	2.49	2.0%	54%	False	False	268,452,132
120	137.18	107.43	29.75	24.3%	2.32	1.9%	51%	False	False	249,735,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	141.78
2.618	134.76
1.618	130.46
1.000	127.80
0.618	126.16
HIGH	123.50
0.618	121.86
0.500	121.35
0.382	120.84
LOW	119.20
0.618	116.54
1.000	114.90
1.618	112.24
2.618	107.94
4.250	100.93

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	122.17	122.17
PP	121.76	121.76
S1	121.35	121.35

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

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