SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	112.11	114.61	2.50	2.2%	119.53
High	114.16	116.40	2.24	2.0%	121.99
Low	112.02	112.98	0.96	0.9%	111.30
Close	113.54	116.24	2.70	2.4%	113.54
Range	2.14	3.42	1.28	59.8%	10.69
ATR	3.13	3.15	0.02	0.7%	0.00
Volume	307,198,781	260,436,172	-46,762,609	-15.2%	1,596,817,407

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.47	124.27	118.12
R3	122.05	120.85	117.18
R2	118.63	118.63	116.87
R1	117.43	117.43	116.55	118.03
PP	115.21	115.21	115.21	115.51
S1	114.01	114.01	115.93	114.61
S2	111.79	111.79	115.61
S3	108.37	110.59	115.30
S4	104.95	107.17	114.36

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	147.68	141.30	119.42
R3	136.99	130.61	116.48
R2	126.30	126.30	115.50
R1	119.92	119.92	114.52	117.77
PP	115.61	115.61	115.61	114.53
S1	109.23	109.23	112.56	107.08
S2	104.92	104.92	111.58
S3	94.23	98.54	110.60
S4	83.54	87.85	107.66

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	9.2%	2.92	2.5%	46%	False	False	323,248,672
10	121.99	111.30	10.69	9.2%	2.66	2.3%	46%	False	False	305,948,333
20	123.51	111.30	12.21	10.5%	2.74	2.4%	40%	False	False	286,411,646
40	130.96	110.27	20.69	17.8%	3.39	2.9%	29%	False	False	345,308,746
60	135.70	110.27	25.43	21.9%	2.77	2.4%	23%	False	False	292,705,716
80	135.70	110.27	25.43	21.9%	2.46	2.1%	23%	False	False	270,695,136
100	136.11	110.27	25.84	22.2%	2.28	2.0%	23%	False	False	248,805,275
120	137.18	110.27	26.91	23.2%	2.09	1.8%	22%	False	False	231,352,842

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	0.86
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130.94
2.618	125.35
1.618	121.93
1.000	119.82
0.618	118.51
HIGH	116.40
0.618	115.09
0.500	114.69
0.382	114.29
LOW	112.98
0.618	110.87
1.000	109.56
1.618	107.45
2.618	104.03
4.250	98.45

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	115.72	115.44
PP	115.21	114.65
S1	114.69	113.85

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

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