SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	143.60	144.39	0.79	0.6%	141.04
High	144.37	144.55	0.18	0.1%	144.39
Low	143.56	143.90	0.34	0.2%	140.13
Close	143.91	144.39	0.48	0.3%	144.33
Range	0.81	0.65	-0.16	-19.8%	4.26
ATR	1.24	1.20	-0.04	-3.4%	0.00
Volume	88,759,898	87,640,891	-1,119,007	-1.3%	486,430,711

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.23	145.96	144.75
R3	145.58	145.31	144.57
R2	144.93	144.93	144.51
R1	144.66	144.66	144.45	144.72
PP	144.28	144.28	144.28	144.31
S1	144.01	144.01	144.33	144.07
S2	143.63	143.63	144.27
S3	142.98	143.36	144.21
S4	142.33	142.71	144.03

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	144.55	141.75	2.80	1.9%	1.00	0.7%	94%	True	False	105,680,718
10	144.55	140.13	4.42	3.1%	1.01	0.7%	96%	True	False	106,325,619
20	144.55	140.13	4.42	3.1%	1.00	0.7%	96%	True	False	100,456,311
40	144.55	133.03	11.52	8.0%	1.18	0.8%	99%	True	False	115,383,447
60	144.55	130.85	13.70	9.5%	1.32	0.9%	99%	True	False	124,723,023
80	144.55	127.14	17.41	12.1%	1.48	1.0%	99%	True	False	138,293,091
100	144.55	127.14	17.41	12.1%	1.48	1.0%	99%	True	False	145,053,367
120	144.55	127.14	17.41	12.1%	1.47	1.0%	99%	True	False	145,880,222

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147.31
2.618	146.25
1.618	145.60
1.000	145.20
0.618	144.95
HIGH	144.55
0.618	144.30
0.500	144.23
0.382	144.15
LOW	143.90
0.618	143.50
1.000	143.25
1.618	142.85
2.618	142.20
4.250	141.14

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	144.34	144.26
PP	144.28	144.13
S1	144.23	144.01

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

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