SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	124.89	124.79	-0.10	-0.1%	127.16
High	125.80	124.94	-0.86	-0.7%	128.62
Low	122.86	123.02	0.16	0.1%	121.52
Close	123.16	124.32	1.16	0.9%	125.48
Range	2.94	1.92	-1.02	-34.7%	7.10
ATR	2.93	2.86	-0.07	-2.5%	0.00
Volume	337,504,031	231,525,781	-105,978,250	-31.4%	1,424,260,469

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.85	129.01	125.38
R3	127.93	127.09	124.85
R2	126.01	126.01	124.67
R1	125.17	125.17	124.50	124.63
PP	124.09	124.09	124.09	123.83
S1	123.25	123.25	124.14	122.71
S2	122.17	122.17	123.97
S3	120.25	121.33	123.79
S4	118.33	119.41	123.26

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%	2.21	1.8%	28%	False	False	247,752,387
10	128.85	121.52	7.33	5.9%	2.19	1.8%	38%	False	False	263,950,492
20	129.42	119.20	10.22	8.2%	2.39	1.9%	50%	False	False	264,449,768
40	129.42	107.43	21.99	17.7%	2.58	2.1%	77%	False	False	280,634,366
60	129.42	107.43	21.99	17.7%	2.78	2.2%	77%	False	False	287,186,095
80	134.82	107.43	27.39	22.0%	2.90	2.3%	62%	False	False	303,768,912
100	135.70	107.43	28.27	22.7%	2.62	2.1%	60%	False	False	280,278,810
120	135.70	107.43	28.27	22.7%	2.43	2.0%	60%	False	False	265,481,706

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133.10
2.618	129.97
1.618	128.05
1.000	126.86
0.618	126.13
HIGH	124.94
0.618	124.21
0.500	123.98
0.382	123.75
LOW	123.02
0.618	121.83
1.000	121.10
1.618	119.91
2.618	117.99
4.250	114.86

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	124.21	125.44
PP	124.09	125.07
S1	123.98	124.69

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

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