SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	125.31	125.23	-0.08	-0.1%	127.16
High	126.50	125.70	-0.80	-0.6%	128.62
Low	123.60	124.01	0.41	0.3%	121.52
Close	126.25	125.48	-0.77	-0.6%	125.48
Range	2.90	1.69	-1.21	-41.7%	7.10
ATR	2.91	2.86	-0.05	-1.6%	0.00
Volume	286,514,406	249,210,203	-37,304,203	-13.0%	1,424,260,469

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.13	129.50	126.41
R3	128.44	127.81	125.94
R2	126.75	126.75	125.79
R1	126.12	126.12	125.63	126.44
PP	125.06	125.06	125.06	125.22
S1	124.43	124.43	125.33	124.75
S2	123.37	123.37	125.17
S3	121.68	122.74	125.02
S4	119.99	121.05	124.55

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.51	143.09	129.39
R3	139.41	135.99	127.43
R2	132.31	132.31	126.78
R1	128.89	128.89	126.13	127.05
PP	125.21	125.21	125.21	124.29
S1	121.79	121.79	124.83	119.95
S2	118.11	118.11	124.18
S3	111.01	114.69	123.53
S4	103.91	107.59	121.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.62	121.52	7.10	5.7%	2.30	1.8%	56%	False	False	284,852,093
10	129.42	121.52	7.90	6.3%	2.41	1.9%	50%	False	False	279,998,528
20	129.42	117.67	11.75	9.4%	2.26	1.8%	66%	False	False	261,616,252
40	129.42	107.43	21.99	17.5%	2.62	2.1%	82%	False	False	286,488,710
60	129.42	107.43	21.99	17.5%	2.76	2.2%	82%	False	False	288,752,393
80	134.82	107.43	27.39	21.8%	2.85	2.3%	66%	False	False	299,394,814
100	135.70	107.43	28.27	22.5%	2.59	2.1%	64%	False	False	279,331,483
120	135.70	107.43	28.27	22.5%	2.41	1.9%	64%	False	False	262,213,191

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132.88
2.618	130.12
1.618	128.43
1.000	127.39
0.618	126.74
HIGH	125.70
0.618	125.05
0.500	124.86
0.382	124.66
LOW	124.01
0.618	122.97
1.000	122.32
1.618	121.28
2.618	119.59
4.250	116.83

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	125.27	125.20
PP	125.06	124.92
S1	124.86	124.65

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

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