SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	114.45	112.49	-1.96	-1.7%	114.61
High	115.45	113.95	-1.50	-1.3%	119.56
Low	113.07	109.81	-3.26	-2.9%	112.98
Close	113.15	109.93	-3.22	-2.8%	113.15
Range	2.38	4.14	1.76	73.9%	6.58
ATR	3.21	3.27	0.07	2.1%	0.00
Volume	288,440,781	364,758,563	76,317,782	26.5%	1,444,879,953

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.65	120.93	112.21
R3	119.51	116.79	111.07
R2	115.37	115.37	110.69
R1	112.65	112.65	110.31	111.94
PP	111.23	111.23	111.23	110.88
S1	108.51	108.51	109.55	107.80
S2	107.09	107.09	109.17
S3	102.95	104.37	108.79
S4	98.81	100.23	107.65

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.97	130.64	116.77
R3	128.39	124.06	114.96
R2	121.81	121.81	114.36
R1	117.48	117.48	113.75	116.36
PP	115.23	115.23	115.23	114.67
S1	110.90	110.90	112.55	109.78
S2	108.65	108.65	111.94
S3	102.07	104.32	111.34
S4	95.49	97.74	109.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.56	109.81	9.75	8.9%	3.29	3.0%	1%	False	True	309,840,468
10	121.99	109.81	12.18	11.1%	3.11	2.8%	1%	False	True	316,544,570
20	121.99	109.81	12.18	11.1%	2.82	2.6%	1%	False	True	301,940,931
40	123.51	109.81	13.70	12.5%	3.33	3.0%	1%	False	True	333,014,363
60	134.82	109.81	25.01	22.8%	2.93	2.7%	0%	False	True	303,958,157
80	135.70	109.81	25.89	23.6%	2.59	2.4%	0%	False	True	278,368,200
100	135.70	109.81	25.89	23.6%	2.36	2.2%	0%	False	True	255,824,830
120	137.18	109.81	27.37	24.9%	2.17	2.0%	0%	False	True	238,250,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	131.55
2.618	124.79
1.618	120.65
1.000	118.09
0.618	116.51
HIGH	113.95
0.618	112.37
0.500	111.88
0.382	111.39
LOW	109.81
0.618	107.25
1.000	105.67
1.618	103.11
2.618	98.97
4.250	92.22

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	111.88	113.72
PP	111.23	112.46
S1	110.58	111.19

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

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