SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	121.43	123.08	1.65	1.4%	121.99
High	122.10	124.12	2.02	1.7%	124.12
Low	119.82	122.72	2.90	2.4%	119.20
Close	121.66	123.97	2.31	1.9%	123.97
Range	2.28	1.40	-0.88	-38.6%	4.92
ATR	2.94	2.91	-0.03	-1.2%	0.00
Volume	261,941,453	278,903,906	16,962,453	6.5%	1,288,152,031

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.80	127.29	124.74
R3	126.40	125.89	124.36
R2	125.00	125.00	124.23
R1	124.49	124.49	124.10	124.75
PP	123.60	123.60	123.60	123.73
S1	123.09	123.09	123.84	123.35
S2	122.20	122.20	123.71
S3	120.80	121.69	123.59
S4	119.40	120.29	123.20

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.19	135.50	126.68
R3	132.27	130.58	125.32
R2	127.35	127.35	124.87
R1	125.66	125.66	124.42	126.51
PP	122.43	122.43	122.43	122.85
S1	120.74	120.74	123.52	121.59
S2	117.51	117.51	123.07
S3	112.59	115.82	122.62
S4	107.67	110.90	121.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.12	119.20	4.92	4.0%	2.59	2.1%	97%	True	False	257,630,406
10	124.12	117.67	6.45	5.2%	2.12	1.7%	98%	True	False	243,233,976
20	124.12	107.43	16.69	13.5%	2.73	2.2%	99%	True	False	277,748,756
40	124.12	107.43	16.69	13.5%	2.77	2.2%	99%	True	False	283,430,771
60	130.96	107.43	23.53	19.0%	3.16	2.5%	70%	False	False	323,564,560
80	135.70	107.43	28.27	22.8%	2.74	2.2%	59%	False	False	288,503,447
100	135.70	107.43	28.27	22.8%	2.49	2.0%	59%	False	False	271,505,466
120	136.11	107.43	28.68	23.1%	2.34	1.9%	58%	False	False	252,981,895

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.51
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130.07
2.618	127.79
1.618	126.39
1.000	125.52
0.618	124.99
HIGH	124.12
0.618	123.59
0.500	123.42
0.382	123.25
LOW	122.72
0.618	121.85
1.000	121.32
1.618	120.45
2.618	119.05
4.250	116.77

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	123.79	123.30
PP	123.60	122.64
S1	123.42	121.97

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

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