SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	117.17	117.68	0.51	0.4%	112.49
High	117.24	119.63	2.39	2.0%	117.24
Low	115.06	117.67	2.61	2.3%	107.43
Close	115.71	119.58	3.87	3.3%	115.71
Range	2.18	1.96	-0.22	-10.1%	9.81
ATR	3.29	3.33	0.05	1.4%	0.00
Volume	312,599,438	230,329,094	-82,270,344	-26.3%	1,677,755,407

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.84	124.17	120.66
R3	122.88	122.21	120.12
R2	120.92	120.92	119.94
R1	120.25	120.25	119.76	120.59
PP	118.96	118.96	118.96	119.13
S1	118.29	118.29	119.40	118.63
S2	117.00	117.00	119.22
S3	115.04	116.33	119.04
S4	113.08	114.37	118.50

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.89	139.11	121.11
R3	133.08	129.30	118.41
R2	123.27	123.27	117.51
R1	119.49	119.49	116.61	121.38
PP	113.46	113.46	113.46	114.41
S1	109.68	109.68	114.81	111.57
S2	103.65	103.65	113.91
S3	93.84	99.87	113.01
S4	84.03	90.06	110.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.63	107.43	12.20	10.2%	3.12	2.6%	100%	True	False	308,665,187
10	119.63	107.43	12.20	10.2%	3.20	2.7%	100%	True	False	309,252,828
20	121.99	107.43	14.56	12.2%	2.93	2.5%	83%	False	False	307,600,580
40	123.51	107.43	16.08	13.4%	3.01	2.5%	76%	False	False	300,236,161
60	134.82	107.43	27.39	22.9%	3.06	2.6%	44%	False	False	312,158,841
80	135.70	107.43	28.27	23.6%	2.68	2.2%	43%	False	False	282,791,277
100	135.70	107.43	28.27	23.6%	2.44	2.0%	43%	False	False	263,299,476
120	137.18	107.43	29.75	24.9%	2.25	1.9%	41%	False	False	244,213,361

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.77
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	127.96
2.618	124.76
1.618	122.80
1.000	121.59
0.618	120.84
HIGH	119.63
0.618	118.88
0.500	118.65
0.382	118.42
LOW	117.67
0.618	116.46
1.000	115.71
1.618	114.50
2.618	112.54
4.250	109.34

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	119.27	118.58
PP	118.96	117.57
S1	118.65	116.57

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

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