SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	112.49	108.35	-4.14	-3.7%	114.61
High	113.95	112.58	-1.37	-1.2%	119.56
Low	109.81	107.43	-2.38	-2.2%	112.98
Close	109.93	112.34	2.41	2.2%	113.15
Range	4.14	5.15	1.01	24.4%	6.58
ATR	3.27	3.41	0.13	4.1%	0.00
Volume	364,758,563	458,769,531	94,010,968	25.8%	1,444,879,953

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.23	124.44	115.17
R3	121.08	119.29	113.76
R2	115.93	115.93	113.28
R1	114.14	114.14	112.81	115.04
PP	110.78	110.78	110.78	111.23
S1	108.99	108.99	111.87	109.89
S2	105.63	105.63	111.40
S3	100.48	103.84	110.92
S4	95.33	98.69	109.51

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	118.49	107.43	11.06	9.8%	3.78	3.4%	44%	False	True	339,299,631
10	120.60	107.43	13.17	11.7%	3.42	3.0%	37%	False	True	340,537,711
20	121.99	107.43	14.56	13.0%	2.94	2.6%	34%	False	True	310,627,542
40	123.51	107.43	16.08	14.3%	3.26	2.9%	31%	False	True	326,927,000
60	134.82	107.43	27.39	24.4%	2.99	2.7%	18%	False	True	308,343,242
80	135.70	107.43	28.27	25.2%	2.63	2.3%	17%	False	True	281,120,425
100	135.70	107.43	28.27	25.2%	2.40	2.1%	17%	False	True	258,707,964
120	137.18	107.43	29.75	26.5%	2.21	2.0%	17%	False	True	240,724,042

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	0.88
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	134.47
2.618	126.06
1.618	120.91
1.000	117.73
0.618	115.76
HIGH	112.58
0.618	110.61
0.500	110.01
0.382	109.40
LOW	107.43
0.618	104.25
1.000	102.28
1.618	99.10
2.618	93.95
4.250	85.54

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	111.56	112.04
PP	110.78	111.74
S1	110.01	111.44

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

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