SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	125.23	125.39	0.16	0.1%	127.16
High	125.70	126.39	0.69	0.5%	128.62
Low	124.01	124.20	0.19	0.2%	121.52
Close	125.48	126.26	0.78	0.6%	125.48
Range	1.69	2.19	0.50	29.6%	7.10
ATR	2.86	2.81	-0.05	-1.7%	0.00
Volume	249,210,203	196,186,828	-53,023,375	-21.3%	1,424,260,469

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.19	131.41	127.46
R3	130.00	129.22	126.86
R2	127.81	127.81	126.66
R1	127.03	127.03	126.46	127.42
PP	125.62	125.62	125.62	125.81
S1	124.84	124.84	126.06	125.23
S2	123.43	123.43	125.86
S3	121.24	122.65	125.66
S4	119.05	120.46	125.06

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	126.50	121.52	4.98	3.9%	2.08	1.6%	95%	False	False	278,514,490
10	129.42	121.52	7.90	6.3%	2.46	1.9%	60%	False	False	279,333,376
20	129.42	118.75	10.67	8.5%	2.27	1.8%	70%	False	False	259,909,139
40	129.42	107.43	21.99	17.4%	2.60	2.1%	86%	False	False	283,754,859
60	129.42	107.43	21.99	17.4%	2.77	2.2%	86%	False	False	286,793,820
80	134.82	107.43	27.39	21.7%	2.86	2.3%	69%	False	False	299,096,416
100	135.70	107.43	28.27	22.4%	2.60	2.1%	67%	False	False	278,214,849
120	135.70	107.43	28.27	22.4%	2.41	1.9%	67%	False	False	262,734,420

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.70
2.618	132.12
1.618	129.93
1.000	128.58
0.618	127.74
HIGH	126.39
0.618	125.55
0.500	125.30
0.382	125.04
LOW	124.20
0.618	122.85
1.000	122.01
1.618	120.66
2.618	118.47
4.250	114.89

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	125.94	125.86
PP	125.62	125.45
S1	125.30	125.05

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

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