SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	124.89	124.35	-0.54	-0.4%	121.99
High	124.95	124.77	-0.18	-0.1%	124.12
Low	122.78	122.21	-0.57	-0.5%	119.20
Close	123.05	124.30	1.25	1.0%	123.97
Range	2.17	2.56	0.39	18.0%	4.92
ATR	2.82	2.80	-0.02	-0.7%	0.00
Volume	268,443,063	288,888,375	20,445,312	7.6%	1,288,152,031

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.44	130.43	125.71
R3	128.88	127.87	125.00
R2	126.32	126.32	124.77
R1	125.31	125.31	124.53	124.54
PP	123.76	123.76	123.76	123.37
S1	122.75	122.75	124.07	121.98
S2	121.20	121.20	123.83
S3	118.64	120.19	123.60
S4	116.08	117.63	122.89

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	4.8%	2.03	1.6%	75%	False	False	260,203,028
10	125.80	119.12	6.68	5.4%	2.26	1.8%	78%	False	False	247,183,200
20	125.80	107.43	18.37	14.8%	2.57	2.1%	92%	False	False	272,835,007
40	125.80	107.43	18.37	14.8%	2.65	2.1%	92%	False	False	283,898,682
60	126.31	107.43	18.88	15.2%	3.12	2.5%	89%	False	False	319,919,469
80	135.70	107.43	28.27	22.7%	2.76	2.2%	60%	False	False	290,607,655
100	135.70	107.43	28.27	22.7%	2.52	2.0%	60%	False	False	272,958,211
120	136.11	107.43	28.68	23.1%	2.35	1.9%	59%	False	False	254,189,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135.65
2.618	131.47
1.618	128.91
1.000	127.33
0.618	126.35
HIGH	124.77
0.618	123.79
0.500	123.49
0.382	123.19
LOW	122.21
0.618	120.63
1.000	119.65
1.618	118.07
2.618	115.51
4.250	111.33

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	124.03	124.20
PP	123.76	124.10
S1	123.49	124.01

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

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