SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	120.23	113.25	-6.98	-5.8%	114.47
High	120.60	114.21	-6.39	-5.3%	121.97
Low	116.44	111.30	-5.14	-4.4%	114.05
Close	116.63	112.86	-3.77	-3.2%	121.52
Range	4.16	2.91	-1.25	-30.0%	7.92
ATR	3.04	3.21	0.16	5.4%	0.00
Volume	316,060,719	513,709,563	197,648,844	62.5%	1,507,770,595

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.52	120.10	114.46
R3	118.61	117.19	113.66
R2	115.70	115.70	113.39
R1	114.28	114.28	113.13	113.54
PP	112.79	112.79	112.79	112.42
S1	111.37	111.37	112.59	110.63
S2	109.88	109.88	112.33
S3	106.97	108.46	112.06
S4	104.06	105.55	111.26

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.94	140.15	125.88
R3	135.02	132.23	123.70
R2	127.10	127.10	122.97
R1	124.31	124.31	122.25	125.71
PP	119.18	119.18	119.18	119.88
S1	116.39	116.39	120.79	117.79
S2	111.26	111.26	120.07
S3	103.34	108.47	119.34
S4	95.42	100.55	117.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.99	111.30	10.69	9.5%	2.58	2.3%	15%	False	True	314,732,750
10	121.99	111.30	10.69	9.5%	2.75	2.4%	15%	False	True	317,748,712
20	123.51	111.30	12.21	10.8%	2.87	2.5%	13%	False	True	289,347,531
40	131.77	110.27	21.50	19.1%	3.36	3.0%	12%	False	False	343,963,866
60	135.70	110.27	25.43	22.5%	2.73	2.4%	10%	False	False	291,037,983
80	135.70	110.27	25.43	22.5%	2.45	2.2%	10%	False	False	268,312,687
100	136.19	110.27	25.92	23.0%	2.26	2.0%	10%	False	False	246,326,432
120	137.18	110.27	26.91	23.8%	2.05	1.8%	10%	False	False	228,468,292

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	0.87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.58
2.618	121.83
1.618	118.92
1.000	117.12
0.618	116.01
HIGH	114.21
0.618	113.10
0.500	112.76
0.382	112.41
LOW	111.30
0.618	109.50
1.000	108.39
1.618	106.59
2.618	103.68
4.250	98.93

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	112.83	116.65
PP	112.79	115.38
S1	112.76	114.12

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

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