SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	112.62	114.36	1.74	1.5%	114.61
High	114.72	116.66	1.94	1.7%	119.56
Low	111.58	113.51	1.93	1.7%	112.98
Close	114.42	116.49	2.07	1.8%	113.15
Range	3.14	3.15	0.01	0.3%	6.58
ATR	3.39	3.37	-0.02	-0.5%	0.00
Volume	283,949,719	257,678,156	-26,271,563	-9.3%	1,444,879,953

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.00	123.90	118.22
R3	121.85	120.75	117.36
R2	118.70	118.70	117.07
R1	117.60	117.60	116.78	118.15
PP	115.55	115.55	115.55	115.83
S1	114.45	114.45	116.20	115.00
S2	112.40	112.40	115.91
S3	109.25	111.30	115.62
S4	106.10	108.15	114.76

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	116.66	107.43	9.23	7.9%	3.59	3.1%	98%	True	False	330,719,350
10	119.56	107.43	12.13	10.4%	3.35	2.9%	75%	False	False	311,723,470
20	121.99	107.43	14.56	12.5%	3.05	2.6%	62%	False	False	314,736,091
40	123.51	107.43	16.08	13.8%	3.12	2.7%	56%	False	False	306,205,473
60	134.82	107.43	27.39	23.5%	3.05	2.6%	33%	False	False	310,538,959
80	135.70	107.43	28.27	24.3%	2.68	2.3%	32%	False	False	283,610,978
100	135.70	107.43	28.27	24.3%	2.43	2.1%	32%	False	False	261,134,963
120	137.18	107.43	29.75	25.5%	2.24	1.9%	30%	False	False	242,478,201

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	0.93
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130.05
2.618	124.91
1.618	121.76
1.000	119.81
0.618	118.61
HIGH	116.66
0.618	115.46
0.500	115.09
0.382	114.71
LOW	113.51
0.618	111.56
1.000	110.36
1.618	108.41
2.618	105.26
4.250	100.12

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	116.02	115.01
PP	115.55	113.53
S1	115.09	112.05

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

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