SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	124.16	124.89	0.73	0.6%	121.99
High	125.80	124.95	-0.85	-0.7%	124.12
Low	124.06	122.78	-1.28	-1.0%	119.20
Close	125.49	123.05	-2.44	-1.9%	123.97
Range	1.74	2.17	0.43	24.7%	4.92
ATR	2.83	2.82	-0.01	-0.3%	0.00
Volume	202,838,344	268,443,063	65,604,719	32.3%	1,288,152,031

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.10	128.75	124.24
R3	127.93	126.58	123.65
R2	125.76	125.76	123.45
R1	124.41	124.41	123.25	124.00
PP	123.59	123.59	123.59	123.39
S1	122.24	122.24	122.85	121.83
S2	121.42	121.42	122.65
S3	119.25	120.07	122.45
S4	117.08	117.90	121.86

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	125.80	119.82	5.98	4.9%	1.99	1.6%	54%	False	False	247,735,178
10	125.80	119.12	6.68	5.4%	2.18	1.8%	59%	False	False	246,432,759
20	125.80	107.43	18.37	14.9%	2.62	2.1%	85%	False	False	272,717,332
40	125.80	107.43	18.37	14.9%	2.66	2.2%	85%	False	False	282,701,806
60	128.50	107.43	21.07	17.1%	3.12	2.5%	74%	False	False	320,879,428
80	135.70	107.43	28.27	23.0%	2.74	2.2%	55%	False	False	289,072,434
100	135.70	107.43	28.27	23.0%	2.51	2.0%	55%	False	False	271,868,037
120	136.11	107.43	28.68	23.3%	2.35	1.9%	54%	False	False	253,609,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.17
2.618	130.63
1.618	128.46
1.000	127.12
0.618	126.29
HIGH	124.95
0.618	124.12
0.500	123.87
0.382	123.61
LOW	122.78
0.618	121.44
1.000	120.61
1.618	119.27
2.618	117.10
4.250	113.56

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	123.87	124.26
PP	123.59	123.86
S1	123.32	123.45

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

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