SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	117.68	118.87	1.19	1.0%	112.49
High	119.63	120.04	0.41	0.3%	117.24
Low	117.67	118.75	1.08	0.9%	107.43
Close	119.58	119.70	0.12	0.1%	115.71
Range	1.96	1.29	-0.67	-34.2%	9.81
ATR	3.33	3.19	-0.15	-4.4%	0.00
Volume	230,329,094	208,964,484	-21,364,610	-9.3%	1,677,755,407

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.37	122.82	120.41
R3	122.08	121.53	120.05
R2	120.79	120.79	119.94
R1	120.24	120.24	119.82	120.52
PP	119.50	119.50	119.50	119.63
S1	118.95	118.95	119.58	119.23
S2	118.21	118.21	119.46
S3	116.92	117.66	119.35
S4	115.63	116.37	118.99

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	120.04	111.58	8.46	7.1%	2.34	2.0%	96%	True	False	258,704,178
10	120.04	107.43	12.61	10.5%	3.06	2.6%	97%	True	False	299,001,904
20	121.99	107.43	14.56	12.2%	2.90	2.4%	84%	False	False	304,431,189
40	123.51	107.43	16.08	13.4%	3.00	2.5%	76%	False	False	299,249,911
60	134.82	107.43	27.39	22.9%	3.06	2.6%	45%	False	False	313,695,887
80	135.70	107.43	28.27	23.6%	2.68	2.2%	43%	False	False	282,467,667
100	135.70	107.43	28.27	23.6%	2.44	2.0%	43%	False	False	264,202,067
120	137.18	107.43	29.75	24.9%	2.26	1.9%	41%	False	False	244,656,834

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	125.52
2.618	123.42
1.618	122.13
1.000	121.33
0.618	120.84
HIGH	120.04
0.618	119.55
0.500	119.40
0.382	119.24
LOW	118.75
0.618	117.95
1.000	117.46
1.618	116.66
2.618	115.37
4.250	113.27

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	119.60	118.98
PP	119.50	118.27
S1	119.40	117.55

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

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