SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	117.78	117.05	-0.73	-0.6%	119.53
High	118.49	117.63	-0.86	-0.7%	121.99
Low	114.97	113.93	-1.04	-0.9%	111.30
Close	115.15	116.05	0.90	0.8%	113.54
Range	3.52	3.70	0.18	5.1%	10.69
ATR	3.19	3.22	0.04	1.1%	0.00
Volume	286,534,875	297,994,406	11,459,531	4.0%	1,596,817,407

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.97	125.21	118.09
R3	123.27	121.51	117.07
R2	119.57	119.57	116.73
R1	117.81	117.81	116.39	116.84
PP	115.87	115.87	115.87	115.39
S1	114.11	114.11	115.71	113.14
S2	112.17	112.17	115.37
S3	108.47	110.41	115.03
S4	104.77	106.71	114.02

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	119.56	112.02	7.54	6.5%	3.10	2.7%	53%	False	False	292,727,590
10	121.99	111.30	10.69	9.2%	2.84	2.4%	44%	False	False	303,730,170
20	123.40	111.30	12.10	10.4%	2.80	2.4%	39%	False	False	294,775,548
40	124.62	110.27	14.35	12.4%	3.41	2.9%	40%	False	False	341,643,786
60	135.70	110.27	25.43	21.9%	2.87	2.5%	23%	False	False	299,111,332
80	135.70	110.27	25.43	21.9%	2.53	2.2%	23%	False	False	274,693,959
100	136.11	110.27	25.84	22.3%	2.33	2.0%	22%	False	False	252,300,748
120	137.18	110.27	26.91	23.2%	2.14	1.8%	21%	False	False	235,161,993

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133.36
2.618	127.32
1.618	123.62
1.000	121.33
0.618	119.92
HIGH	117.63
0.618	116.22
0.500	115.78
0.382	115.34
LOW	113.93
0.618	111.64
1.000	110.23
1.618	107.94
2.618	104.24
4.250	98.21

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	115.96	116.75
PP	115.87	116.51
S1	115.78	116.28

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

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