SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	144.19	143.60	-0.59	-0.4%	141.04
High	144.44	144.37	-0.07	0.0%	144.39
Low	143.46	143.56	0.10	0.1%	140.13
Close	143.51	143.91	0.40	0.3%	144.33
Range	0.98	0.81	-0.17	-17.3%	4.26
ATR	1.27	1.24	-0.03	-2.3%	0.00
Volume	86,458,398	88,759,898	2,301,500	2.7%	486,430,711

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.38	145.95	144.36
R3	145.57	145.14	144.13
R2	144.76	144.76	144.06
R1	144.33	144.33	143.98	144.55
PP	143.95	143.95	143.95	144.05
S1	143.52	143.52	143.84	143.74
S2	143.14	143.14	143.76
S3	142.33	142.71	143.69
S4	141.52	141.90	143.46

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.73	154.29	146.67
R3	151.47	150.03	145.50
R2	147.21	147.21	145.11
R1	145.77	145.77	144.72	146.49
PP	142.95	142.95	142.95	143.31
S1	141.51	141.51	143.94	142.23
S2	138.69	138.69	143.55
S3	134.43	137.25	143.16
S4	130.17	132.99	141.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.44	140.63	3.81	2.6%	1.03	0.7%	86%	False	False	108,284,581
10	144.44	140.13	4.31	3.0%	1.04	0.7%	88%	False	False	105,129,269
20	144.44	140.13	4.31	3.0%	1.02	0.7%	88%	False	False	101,185,915
40	144.44	133.03	11.41	7.9%	1.22	0.8%	95%	False	False	116,657,583
60	144.44	130.85	13.59	9.4%	1.33	0.9%	96%	False	False	125,449,916
80	144.44	127.14	17.30	12.0%	1.50	1.0%	97%	False	False	141,192,239
100	144.44	127.14	17.30	12.0%	1.49	1.0%	97%	False	False	145,606,596
120	144.44	127.14	17.30	12.0%	1.47	1.0%	97%	False	False	146,276,020

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147.81
2.618	146.49
1.618	145.68
1.000	145.18
0.618	144.87
HIGH	144.37
0.618	144.06
0.500	143.97
0.382	143.87
LOW	143.56
0.618	143.06
1.000	142.75
1.618	142.25
2.618	141.44
4.250	140.12

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	143.97	143.95
PP	143.95	143.94
S1	143.93	143.92

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

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