SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	144.39	144.37	-0.02	0.0%	141.04
High	144.55	147.04	2.49	1.7%	144.39
Low	143.90	143.99	0.09	0.1%	140.13
Close	144.39	146.59	2.20	1.5%	144.33
Range	0.65	3.05	2.40	369.2%	4.26
ATR	1.20	1.33	0.13	11.1%	0.00
Volume	87,640,891	225,470,094	137,829,203	157.3%	486,430,711

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.02	153.86	148.27
R3	151.97	150.81	147.43
R2	148.92	148.92	147.15
R1	147.76	147.76	146.87	148.34
PP	145.87	145.87	145.87	146.17
S1	144.71	144.71	146.31	145.29
S2	142.82	142.82	146.03
S3	139.77	141.66	145.75
S4	136.72	138.61	144.91

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	147.04	143.46	3.58	2.4%	1.20	0.8%	87%	True	False	119,120,256
10	147.04	140.13	6.91	4.7%	1.24	0.8%	93%	True	False	122,332,009
20	147.04	140.13	6.91	4.7%	1.12	0.8%	93%	True	False	108,177,659
40	147.04	133.03	14.01	9.6%	1.22	0.8%	97%	True	False	118,187,512
60	147.04	130.85	16.19	11.0%	1.34	0.9%	97%	True	False	126,192,905
80	147.04	127.14	19.90	13.6%	1.49	1.0%	98%	True	False	138,888,822
100	147.04	127.14	19.90	13.6%	1.50	1.0%	98%	True	False	145,590,326
120	147.04	127.14	19.90	13.6%	1.49	1.0%	98%	True	False	146,755,113

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	0.23
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	160.00
2.618	155.02
1.618	151.97
1.000	150.09
0.618	148.92
HIGH	147.04
0.618	145.87
0.500	145.52
0.382	145.16
LOW	143.99
0.618	142.11
1.000	140.94
1.618	139.06
2.618	136.01
4.250	131.03

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	146.23	146.16
PP	145.87	145.73
S1	145.52	145.30

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

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