SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	121.91	121.99	0.08	0.1%	117.68
High	122.60	122.55	-0.05	0.0%	122.60
Low	121.23	119.93	-1.30	-1.1%	117.67
Close	122.57	120.23	-2.34	-1.9%	122.57
Range	1.37	2.62	1.25	91.2%	4.93
ATR	2.97	2.94	-0.02	-0.8%	0.00
Volume	211,306,313	202,081,016	-9,225,297	-4.4%	1,144,187,735

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.76	127.12	121.67
R3	126.14	124.50	120.95
R2	123.52	123.52	120.71
R1	121.88	121.88	120.47	121.39
PP	120.90	120.90	120.90	120.66
S1	119.26	119.26	119.99	118.77
S2	118.28	118.28	119.75
S3	115.66	116.64	119.51
S4	113.04	114.02	118.79

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	118.75	3.85	3.2%	1.77	1.5%	38%	False	False	223,187,931
10	122.60	107.43	15.17	12.6%	2.44	2.0%	84%	False	False	265,926,559
20	122.60	107.43	15.17	12.6%	2.77	2.3%	84%	False	False	291,235,564
40	123.51	107.43	16.08	13.4%	2.83	2.3%	80%	False	False	285,375,639
60	134.49	107.43	27.06	22.5%	3.09	2.6%	47%	False	False	317,519,134
80	135.70	107.43	28.27	23.5%	2.69	2.2%	45%	False	False	283,126,976
100	135.70	107.43	28.27	23.5%	2.46	2.0%	45%	False	False	266,893,509
120	137.18	107.43	29.75	24.7%	2.29	1.9%	43%	False	False	248,120,145

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	0.54
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133.69
2.618	129.41
1.618	126.79
1.000	125.17
0.618	124.17
HIGH	122.55
0.618	121.55
0.500	121.24
0.382	120.93
LOW	119.93
0.618	118.31
1.000	117.31
1.618	115.69
2.618	113.07
4.250	108.80

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	121.24	120.86
PP	120.90	120.65
S1	120.57	120.44

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

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