SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	143.68	141.35	-2.33	-1.6%	141.85
High	143.72	142.17	-1.55	-1.1%	143.72
Low	141.41	140.93	-0.48	-0.3%	140.68
Close	141.56	141.85	0.29	0.2%	141.56
Range	2.31	1.24	-1.07	-46.3%	3.04
ATR	1.54	1.52	-0.02	-1.4%	0.00
Volume	137,702,094	98,378,406	-39,323,688	-28.6%	342,136,094

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.37	144.85	142.53
R3	144.13	143.61	142.19
R2	142.89	142.89	142.08
R1	142.37	142.37	141.96	142.63
PP	141.65	141.65	141.65	141.78
S1	141.13	141.13	141.74	141.39
S2	140.41	140.41	141.62
S3	139.17	139.89	141.51
S4	137.93	138.65	141.17

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.11	149.37	143.23
R3	148.07	146.33	142.40
R2	145.03	145.03	142.12
R1	143.29	143.29	141.84	142.64
PP	141.99	141.99	141.99	141.66
S1	140.25	140.25	141.28	139.60
S2	138.95	138.95	141.00
S3	135.91	137.21	140.72
S4	132.87	134.17	139.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.72	140.39	3.33	2.3%	1.57	1.1%	44%	False	False	117,307,578
10	145.56	140.39	5.17	3.6%	1.60	1.1%	28%	False	False	134,445,429
20	147.16	140.39	6.77	4.8%	1.40	1.0%	22%	False	False	128,103,104
40	148.11	140.39	7.72	5.4%	1.29	0.9%	19%	False	False	126,726,574
60	148.11	139.81	8.30	5.9%	1.21	0.9%	25%	False	False	117,992,638
80	148.11	132.60	15.51	10.9%	1.28	0.9%	60%	False	False	122,793,109
100	148.11	130.85	17.26	12.2%	1.34	0.9%	64%	False	False	128,855,479
120	148.11	127.14	20.97	14.8%	1.45	1.0%	70%	False	False	139,536,318

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	True
Bull Hook	False
Stretch	0.25
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	147.44
2.618	145.42
1.618	144.18
1.000	143.41
0.618	142.94
HIGH	142.17
0.618	141.70
0.500	141.55
0.382	141.40
LOW	140.93
0.618	140.16
1.000	139.69
1.618	138.92
2.618	137.68
4.250	135.66

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	141.75	142.33
PP	141.65	142.17
S1	141.55	142.01

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

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