SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	128.00	127.16	-0.84	-0.7%	124.16
High	128.85	128.62	-0.23	-0.2%	129.42
Low	127.80	125.32	-2.48	-1.9%	122.21
Close	128.60	125.50	-3.10	-2.4%	128.60
Range	1.05	3.30	2.25	214.3%	7.21
ATR	2.83	2.86	0.03	1.2%	0.00
Volume	225,692,719	227,874,844	2,182,125	1.0%	1,375,724,814

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.38	134.24	127.32
R3	133.08	130.94	126.41
R2	129.78	129.78	126.11
R1	127.64	127.64	125.80	127.06
PP	126.48	126.48	126.48	126.19
S1	124.34	124.34	125.20	123.76
S2	123.18	123.18	124.90
S3	119.88	121.04	124.59
S4	116.58	117.74	123.69

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	148.37	145.70	132.57
R3	141.16	138.49	130.58
R2	133.95	133.95	129.92
R1	131.28	131.28	129.26	132.62
PP	126.74	126.74	126.74	127.41
S1	124.07	124.07	127.94	125.41
S2	119.53	119.53	127.28
S3	112.32	116.86	126.62
S4	105.11	109.65	124.63

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	5.7%	2.84	2.3%	46%	False	False	280,152,262
10	129.42	119.20	10.22	8.1%	2.63	2.1%	62%	False	False	268,967,067
20	129.42	107.43	21.99	17.5%	2.53	2.0%	82%	False	False	267,446,813
40	129.42	107.43	21.99	17.5%	2.68	2.1%	82%	False	False	284,693,872
60	129.42	107.43	21.99	17.5%	3.07	2.4%	82%	False	False	311,158,513
80	134.82	107.43	27.39	21.8%	2.83	2.3%	66%	False	False	294,830,321
100	135.70	107.43	28.27	22.5%	2.58	2.1%	64%	False	False	276,183,923
120	135.70	107.43	28.27	22.5%	2.39	1.9%	64%	False	False	257,761,827

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.65
2.618	137.26
1.618	133.96
1.000	131.92
0.618	130.66
HIGH	128.62
0.618	127.36
0.500	126.97
0.382	126.58
LOW	125.32
0.618	123.28
1.000	122.02
1.618	119.98
2.618	116.68
4.250	111.30

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	126.97	126.87
PP	126.48	126.41
S1	125.99	125.96

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

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