SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	141.30	141.85	0.55	0.4%	143.15
High	141.84	142.03	0.19	0.1%	143.67
Low	140.39	140.68	0.29	0.2%	140.39
Close	141.35	141.35	0.00	0.0%	141.35
Range	1.45	1.35	-0.10	-6.9%	3.28
ATR	1.48	1.47	-0.01	-0.6%	0.00
Volume	146,023,391	103,438,500	-42,584,891	-29.2%	718,294,696

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.40	144.73	142.09
R3	144.05	143.38	141.72
R2	142.70	142.70	141.60
R1	142.03	142.03	141.47	141.69
PP	141.35	141.35	141.35	141.19
S1	140.68	140.68	141.23	140.34
S2	140.00	140.00	141.10
S3	138.65	139.33	140.98
S4	137.30	137.98	140.61

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.64	149.78	143.15
R3	148.36	146.50	142.25
R2	145.08	145.08	141.95
R1	143.22	143.22	141.65	142.51
PP	141.80	141.80	141.80	141.45
S1	139.94	139.94	141.05	139.23
S2	138.52	138.52	140.75
S3	135.24	136.66	140.45
S4	131.96	133.38	139.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.28	140.39	1.89	1.3%	1.41	1.0%	51%	False	False	139,230,918
10	146.52	140.39	6.13	4.3%	1.40	1.0%	16%	False	False	139,313,609
20	147.16	140.39	6.77	4.8%	1.33	0.9%	14%	False	False	129,200,139
40	148.11	140.13	7.98	5.6%	1.27	0.9%	15%	False	False	127,778,641
60	148.11	139.56	8.55	6.0%	1.16	0.8%	21%	False	False	117,131,970
80	148.11	132.60	15.51	11.0%	1.28	0.9%	56%	False	False	123,762,559
100	148.11	130.85	17.26	12.2%	1.36	1.0%	61%	False	False	130,437,139
120	148.11	127.14	20.97	14.8%	1.45	1.0%	68%	False	False	140,617,923

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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147.77
2.618	145.56
1.618	144.21
1.000	143.38
0.618	142.86
HIGH	142.03
0.618	141.51
0.500	141.36
0.382	141.20
LOW	140.68
0.618	139.85
1.000	139.33
1.618	138.50
2.618	137.15
4.250	134.94

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	141.36	141.35
PP	141.35	141.34
S1	141.35	141.34

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

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