SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	124.35	127.63	3.28	2.6%	121.99
High	124.77	129.42	4.65	3.7%	124.12
Low	122.21	124.32	2.11	1.7%	119.20
Close	124.30	128.63	4.33	3.5%	123.97
Range	2.56	5.10	2.54	99.2%	4.92
ATR	2.80	2.97	0.17	5.9%	0.00
Volume	288,888,375	389,862,313	100,973,938	35.0%	1,288,152,031

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.76	140.79	131.44
R3	137.66	135.69	130.03
R2	132.56	132.56	129.57
R1	130.59	130.59	129.10	131.58
PP	127.46	127.46	127.46	127.95
S1	125.49	125.49	128.16	126.48
S2	122.36	122.36	127.70
S3	117.26	120.39	127.23
S4	112.16	115.29	125.83

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	129.42	122.21	7.21	5.6%	2.59	2.0%	89%	True	False	285,787,200
10	129.42	119.20	10.22	7.9%	2.59	2.0%	92%	True	False	264,949,043
20	129.42	107.43	21.99	17.1%	2.64	2.1%	96%	True	False	277,428,402
40	129.42	107.43	21.99	17.1%	2.72	2.1%	96%	True	False	286,101,975
60	129.42	107.43	21.99	17.1%	3.16	2.5%	96%	True	False	320,238,658
80	135.70	107.43	28.27	22.0%	2.81	2.2%	75%	False	False	293,690,599
100	135.70	107.43	28.27	22.0%	2.56	2.0%	75%	False	False	275,240,847
120	136.11	107.43	28.68	22.3%	2.38	1.9%	74%	False	False	256,488,691

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	0.63
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	151.10
2.618	142.77
1.618	137.67
1.000	134.52
0.618	132.57
HIGH	129.42
0.618	127.47
0.500	126.87
0.382	126.27
LOW	124.32
0.618	121.17
1.000	119.22
1.618	116.07
2.618	110.97
4.250	102.65

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	128.04	127.69
PP	127.46	126.75
S1	126.87	125.82

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

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