SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	144.37	146.88	2.51	1.7%	144.19
High	147.04	148.11	1.07	0.7%	148.11
Low	143.99	146.76	2.77	1.9%	143.46
Close	146.59	147.24	0.65	0.4%	147.24
Range	3.05	1.35	-1.70	-55.7%	4.65
ATR	1.33	1.34	0.01	1.0%	0.00
Volume	225,470,094	169,776,984	-55,693,110	-24.7%	658,106,265

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.42	150.68	147.98
R3	150.07	149.33	147.61
R2	148.72	148.72	147.49
R1	147.98	147.98	147.36	148.35
PP	147.37	147.37	147.37	147.56
S1	146.63	146.63	147.12	147.00
S2	146.02	146.02	146.99
S3	144.67	145.28	146.87
S4	143.32	143.93	146.50

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	160.22	158.38	149.80
R3	155.57	153.73	148.52
R2	150.92	150.92	148.09
R1	149.08	149.08	147.67	150.00
PP	146.27	146.27	146.27	146.73
S1	144.43	144.43	146.81	145.35
S2	141.62	141.62	146.39
S3	136.97	139.78	145.96
S4	132.32	135.13	144.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148.11	143.46	4.65	3.2%	1.37	0.9%	81%	True	False	131,621,253
10	148.11	140.13	7.98	5.4%	1.30	0.9%	89%	True	False	129,650,727
20	148.11	140.13	7.98	5.4%	1.12	0.8%	89%	True	False	111,067,131
40	148.11	133.03	15.08	10.2%	1.23	0.8%	94%	True	False	119,187,835
60	148.11	130.85	17.26	11.7%	1.33	0.9%	95%	True	False	125,582,846
80	148.11	127.14	20.97	14.2%	1.48	1.0%	96%	True	False	138,543,595
100	148.11	127.14	20.97	14.2%	1.51	1.0%	96%	True	False	145,914,192
120	148.11	127.14	20.97	14.2%	1.49	1.0%	96%	True	False	147,171,097

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153.85
2.618	151.64
1.618	150.29
1.000	149.46
0.618	148.94
HIGH	148.11
0.618	147.59
0.500	147.44
0.382	147.28
LOW	146.76
0.618	145.93
1.000	145.41
1.618	144.58
2.618	143.23
4.250	141.02

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	147.44	146.83
PP	147.37	146.42
S1	147.31	146.01

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

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