SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	122.38	121.43	-0.95	-0.8%	117.68
High	123.08	122.10	-0.98	-0.8%	122.60
Low	120.71	119.82	-0.89	-0.7%	117.67
Close	121.13	121.66	0.53	0.4%	122.57
Range	2.37	2.28	-0.09	-3.8%	4.93
ATR	2.99	2.94	-0.05	-1.7%	0.00
Volume	226,549,125	261,941,453	35,392,328	15.6%	1,144,187,735

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.03	127.13	122.91
R3	125.75	124.85	122.29
R2	123.47	123.47	122.08
R1	122.57	122.57	121.87	123.02
PP	121.19	121.19	121.19	121.42
S1	120.29	120.29	121.45	120.74
S2	118.91	118.91	121.24
S3	116.63	118.01	121.03
S4	114.35	115.73	120.41

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	123.50	119.20	4.30	3.5%	2.59	2.1%	57%	False	False	244,110,887
10	123.50	115.06	8.44	6.9%	2.19	1.8%	78%	False	False	246,603,529
20	123.50	107.43	16.07	13.2%	2.77	2.3%	89%	False	False	279,163,500
40	123.51	107.43	16.08	13.2%	2.82	2.3%	88%	False	False	284,255,515
60	131.77	107.43	24.34	20.0%	3.17	2.6%	58%	False	False	322,363,744
80	135.70	107.43	28.27	23.2%	2.74	2.2%	50%	False	False	288,069,362
100	135.70	107.43	28.27	23.2%	2.51	2.1%	50%	False	False	270,482,850
120	136.19	107.43	28.76	23.6%	2.34	1.9%	49%	False	False	251,799,277

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131.79
2.618	128.07
1.618	125.79
1.000	124.38
0.618	123.51
HIGH	122.10
0.618	121.23
0.500	120.96
0.382	120.69
LOW	119.82
0.618	118.41
1.000	117.54
1.618	116.13
2.618	113.85
4.250	110.13

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	121.43	121.56
PP	121.19	121.45
S1	120.96	121.35

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

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