SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	122.00	123.82	1.82	1.5%	124.16
High	123.51	124.40	0.89	0.7%	129.42
Low	121.52	122.79	1.27	1.0%	122.21
Close	122.00	123.99	1.99	1.6%	128.60
Range	1.99	1.61	-0.38	-19.1%	7.21
ATR	2.94	2.91	-0.04	-1.3%	0.00
Volume	415,600,719	245,060,297	-170,540,422	-41.0%	1,375,724,814

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.56	127.88	124.88
R3	126.95	126.27	124.43
R2	125.34	125.34	124.29
R1	124.66	124.66	124.14	125.00
PP	123.73	123.73	123.73	123.90
S1	123.05	123.05	123.84	123.39
S2	122.12	122.12	123.69
S3	120.51	121.44	123.55
S4	118.90	119.83	123.10

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	6.4%	2.61	2.1%	31%	False	False	300,818,178
10	129.42	119.82	9.60	7.7%	2.32	1.9%	43%	False	False	280,510,603
20	129.42	113.51	15.91	12.8%	2.30	1.9%	66%	False	False	263,343,901
40	129.42	107.43	21.99	17.7%	2.65	2.1%	75%	False	False	288,846,122
60	129.42	107.43	21.99	17.7%	2.87	2.3%	75%	False	False	298,632,014
80	134.82	107.43	27.39	22.1%	2.84	2.3%	60%	False	False	298,008,223
100	135.70	107.43	28.27	22.8%	2.58	2.1%	59%	False	False	278,584,878
120	135.70	107.43	28.27	22.8%	2.39	1.9%	59%	False	False	260,535,997

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	0.61
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131.24
2.618	128.61
1.618	127.00
1.000	126.01
0.618	125.39
HIGH	124.40
0.618	123.78
0.500	123.60
0.382	123.41
LOW	122.79
0.618	121.80
1.000	121.18
1.618	120.19
2.618	118.58
4.250	115.95

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	123.86	125.07
PP	123.73	124.71
S1	123.60	124.35

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

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