SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	120.04	121.91	1.87	1.6%	117.68
High	120.87	122.60	1.73	1.4%	122.60
Low	119.12	121.23	2.11	1.8%	117.67
Close	120.51	122.57	2.06	1.7%	122.57
Range	1.75	1.37	-0.38	-21.7%	4.93
ATR	3.03	2.97	-0.07	-2.2%	0.00
Volume	212,203,875	211,306,313	-897,562	-0.4%	1,144,187,735

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.24	125.78	123.32
R3	124.87	124.41	122.95
R2	123.50	123.50	122.82
R1	123.04	123.04	122.70	123.27
PP	122.13	122.13	122.13	122.25
S1	121.67	121.67	122.44	121.90
S2	120.76	120.76	122.32
S3	119.39	120.30	122.19
S4	118.02	118.93	121.82

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.74	134.08	125.28
R3	130.81	129.15	123.93
R2	125.88	125.88	123.47
R1	124.22	124.22	123.02	125.05
PP	120.95	120.95	120.95	121.36
S1	119.29	119.29	122.12	120.12
S2	116.02	116.02	121.67
S3	111.09	114.36	121.21
S4	106.16	109.43	119.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.60	117.67	4.93	4.0%	1.64	1.3%	99%	True	False	228,837,547
10	122.60	107.43	15.17	12.4%	2.59	2.1%	100%	True	False	282,194,314
20	122.60	107.43	15.17	12.4%	2.75	2.2%	100%	True	False	293,182,025
40	123.51	107.43	16.08	13.1%	2.84	2.3%	94%	False	False	291,027,540
60	134.72	107.43	27.29	22.3%	3.06	2.5%	55%	False	False	316,249,532
80	135.70	107.43	28.27	23.1%	2.68	2.2%	54%	False	False	284,684,965
100	135.70	107.43	28.27	23.1%	2.45	2.0%	54%	False	False	266,340,438
120	137.18	107.43	29.75	24.3%	2.28	1.9%	51%	False	False	247,628,416

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128.42
2.618	126.19
1.618	124.82
1.000	123.97
0.618	123.45
HIGH	122.60
0.618	122.08
0.500	121.92
0.382	121.75
LOW	121.23
0.618	120.38
1.000	119.86
1.618	119.01
2.618	117.64
4.250	115.41

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	122.35	122.00
PP	122.13	121.43
S1	121.92	120.86

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

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