SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	144.01	144.19	0.18	0.1%	141.04
High	144.39	144.44	0.05	0.0%	144.39
Low	143.88	143.46	-0.42	-0.3%	140.13
Close	144.33	143.51	-0.82	-0.6%	144.33
Range	0.51	0.98	0.47	92.2%	4.26
ATR	1.29	1.27	-0.02	-1.7%	0.00
Volume	107,272,000	86,458,398	-20,813,602	-19.4%	486,430,711

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.74	146.11	144.05
R3	145.76	145.13	143.78
R2	144.78	144.78	143.69
R1	144.15	144.15	143.60	143.98
PP	143.80	143.80	143.80	143.72
S1	143.17	143.17	143.42	143.00
S2	142.82	142.82	143.33
S3	141.84	142.19	143.24
S4	140.86	141.21	142.97

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.73	154.29	146.67
R3	151.47	150.03	145.50
R2	147.21	147.21	145.11
R1	145.77	145.77	144.72	146.49
PP	142.95	142.95	142.95	143.31
S1	141.51	141.51	143.94	142.23
S2	138.69	138.69	143.55
S3	134.43	137.25	143.16
S4	130.17	132.99	141.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.44	140.13	4.31	3.0%	1.14	0.8%	78%	True	False	114,577,821
10	144.44	140.13	4.31	3.0%	1.03	0.7%	78%	True	False	103,125,324
20	144.44	140.04	4.40	3.1%	1.02	0.7%	79%	True	False	100,717,082
40	144.44	133.03	11.41	8.0%	1.22	0.9%	92%	True	False	116,874,376
60	144.44	130.85	13.59	9.5%	1.33	0.9%	93%	True	False	126,792,780
80	144.44	127.14	17.30	12.1%	1.51	1.1%	95%	True	False	143,180,297
100	144.44	127.14	17.30	12.1%	1.50	1.0%	95%	True	False	146,704,964
120	144.44	127.14	17.30	12.1%	1.47	1.0%	95%	True	False	146,555,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.61
2.618	147.01
1.618	146.03
1.000	145.42
0.618	145.05
HIGH	144.44
0.618	144.07
0.500	143.95
0.382	143.83
LOW	143.46
0.618	142.85
1.000	142.48
1.618	141.87
2.618	140.89
4.250	139.30

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	143.95	143.37
PP	143.80	143.23
S1	143.66	143.10

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

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