SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	126.92	124.89	-2.03	-1.6%	127.16
High	128.02	125.80	-2.22	-1.7%	128.62
Low	125.71	122.86	-2.85	-2.3%	121.52
Close	127.88	123.16	-4.72	-3.7%	125.48
Range	2.31	2.94	0.63	27.3%	7.10
ATR	2.77	2.93	0.16	5.8%	0.00
Volume	224,335,094	337,504,031	113,168,937	50.4%	1,424,260,469

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.76	130.90	124.78
R3	129.82	127.96	123.97
R2	126.88	126.88	123.70
R1	125.02	125.02	123.43	124.48
PP	123.94	123.94	123.94	123.67
S1	122.08	122.08	122.89	121.54
S2	121.00	121.00	122.62
S3	118.06	119.14	122.35
S4	115.12	116.20	121.54

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	128.02	122.86	5.16	4.2%	2.41	2.0%	6%	False	True	258,750,112
10	129.42	121.52	7.90	6.4%	2.51	2.0%	21%	False	False	279,784,145
20	129.42	119.12	10.30	8.4%	2.38	1.9%	39%	False	False	263,483,672
40	129.42	107.43	21.99	17.9%	2.58	2.1%	72%	False	False	283,010,702
60	129.42	107.43	21.99	17.9%	2.78	2.3%	72%	False	False	287,117,946
80	134.82	107.43	27.39	22.2%	2.89	2.3%	57%	False	False	302,579,294
100	135.70	107.43	28.27	23.0%	2.62	2.1%	56%	False	False	279,891,120
120	135.70	107.43	28.27	23.0%	2.44	2.0%	56%	False	False	264,951,908

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	138.30
2.618	133.50
1.618	130.56
1.000	128.74
0.618	127.62
HIGH	125.80
0.618	124.68
0.500	124.33
0.382	123.98
LOW	122.86
0.618	121.04
1.000	119.92
1.618	118.10
2.618	115.16
4.250	110.37

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	124.33	125.44
PP	123.94	124.68
S1	123.55	123.92

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

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