SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	123.82	125.31	1.49	1.2%	124.16
High	124.40	126.50	2.10	1.7%	129.42
Low	122.79	123.60	0.81	0.7%	122.21
Close	123.99	126.25	2.26	1.8%	128.60
Range	1.61	2.90	1.29	80.1%	7.21
ATR	2.91	2.91	0.00	0.0%	0.00
Volume	245,060,297	286,514,406	41,454,109	16.9%	1,375,724,814

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.15	133.10	127.85
R3	131.25	130.20	127.05
R2	128.35	128.35	126.78
R1	127.30	127.30	126.52	127.83
PP	125.45	125.45	125.45	125.71
S1	124.40	124.40	125.98	124.93
S2	122.55	122.55	125.72
S3	119.65	121.50	125.45
S4	116.75	118.60	124.66

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	148.37	145.70	132.57
R3	141.16	138.49	130.58
R2	133.95	133.95	129.92
R1	131.28	131.28	129.26	132.62
PP	126.74	126.74	126.74	127.41
S1	124.07	124.07	127.94	125.41
S2	119.53	119.53	127.28
S3	112.32	116.86	126.62
S4	105.11	109.65	124.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.85	121.52	7.33	5.8%	2.17	1.7%	65%	False	False	280,148,597
10	129.42	121.52	7.90	6.3%	2.38	1.9%	60%	False	False	282,967,898
20	129.42	115.06	14.36	11.4%	2.29	1.8%	78%	False	False	264,785,714
40	129.42	107.43	21.99	17.4%	2.67	2.1%	86%	False	False	289,760,902
60	129.42	107.43	21.99	17.4%	2.84	2.3%	86%	False	False	292,398,887
80	134.82	107.43	27.39	21.7%	2.86	2.3%	69%	False	False	299,100,647
100	135.70	107.43	28.27	22.4%	2.60	2.1%	67%	False	False	279,845,925
120	135.70	107.43	28.27	22.4%	2.40	1.9%	67%	False	False	261,743,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.66
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.83
2.618	134.09
1.618	131.19
1.000	129.40
0.618	128.29
HIGH	126.50
0.618	125.39
0.500	125.05
0.382	124.71
LOW	123.60
0.618	121.81
1.000	120.70
1.618	118.91
2.618	116.01
4.250	111.28

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	125.85	125.50
PP	125.45	124.76
S1	125.05	124.01

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

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