SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	127.16	122.00	-5.16	-4.1%	124.16
High	128.62	123.51	-5.11	-4.0%	129.42
Low	125.32	121.52	-3.80	-3.0%	122.21
Close	125.50	122.00	-3.50	-2.8%	128.60
Range	3.30	1.99	-1.31	-39.7%	7.21
ATR	2.86	2.94	0.08	2.8%	0.00
Volume	227,874,844	415,600,719	187,725,875	82.4%	1,375,724,814

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.31	127.15	123.09
R3	126.32	125.16	122.55
R2	124.33	124.33	122.36
R1	123.17	123.17	122.18	123.00
PP	122.34	122.34	122.34	122.26
S1	121.18	121.18	121.82	121.01
S2	120.35	120.35	121.64
S3	118.36	119.19	121.45
S4	116.37	117.20	120.91

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	121.52	7.90	6.5%	2.80	2.3%	6%	False	True	309,583,794
10	129.42	119.82	9.60	7.9%	2.40	2.0%	23%	False	False	278,659,486
20	129.42	111.58	17.84	14.6%	2.38	1.9%	58%	False	False	265,288,372
40	129.42	107.43	21.99	18.0%	2.66	2.2%	66%	False	False	287,957,957
60	129.42	107.43	21.99	18.0%	2.96	2.4%	66%	False	False	306,380,791
80	134.82	107.43	27.39	22.5%	2.84	2.3%	53%	False	False	297,579,525
100	135.70	107.43	28.27	23.2%	2.58	2.1%	52%	False	False	277,954,015
120	135.70	107.43	28.27	23.2%	2.39	2.0%	52%	False	False	259,804,699

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.97
2.618	128.72
1.618	126.73
1.000	125.50
0.618	124.74
HIGH	123.51
0.618	122.75
0.500	122.52
0.382	122.28
LOW	121.52
0.618	120.29
1.000	119.53
1.618	118.30
2.618	116.31
4.250	113.06

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	122.52	125.19
PP	122.34	124.12
S1	122.17	123.06

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

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