SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	146.88	146.94	0.06	0.0%	144.19
High	148.11	147.19	-0.92	-0.6%	148.11
Low	146.76	146.37	-0.39	-0.3%	143.46
Close	147.24	146.74	-0.50	-0.3%	147.24
Range	1.35	0.82	-0.53	-39.3%	4.65
ATR	1.34	1.31	-0.03	-2.5%	0.00
Volume	169,776,984	119,427,695	-50,349,289	-29.7%	658,106,265

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.23	148.80	147.19
R3	148.41	147.98	146.97
R2	147.59	147.59	146.89
R1	147.16	147.16	146.82	146.97
PP	146.77	146.77	146.77	146.67
S1	146.34	146.34	146.66	146.15
S2	145.95	145.95	146.59
S3	145.13	145.52	146.51
S4	144.31	144.70	146.29

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	143.56	4.55	3.1%	1.34	0.9%	70%	False	False	138,215,112
10	148.11	140.13	7.98	5.4%	1.24	0.8%	83%	False	False	126,396,467
20	148.11	140.13	7.98	5.4%	1.14	0.8%	83%	False	False	112,498,841
40	148.11	133.03	15.08	10.3%	1.23	0.8%	91%	False	False	118,601,835
60	148.11	130.85	17.26	11.8%	1.28	0.9%	92%	False	False	124,153,462
80	148.11	127.14	20.97	14.3%	1.46	1.0%	93%	False	False	137,477,395
100	148.11	127.14	20.97	14.3%	1.51	1.0%	93%	False	False	145,606,240
120	148.11	127.14	20.97	14.3%	1.49	1.0%	93%	False	False	147,169,266

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	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	150.68
2.618	149.34
1.618	148.52
1.000	148.01
0.618	147.70
HIGH	147.19
0.618	146.88
0.500	146.78
0.382	146.68
LOW	146.37
0.618	145.86
1.000	145.55
1.618	145.04
2.618	144.22
4.250	142.89

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	146.78	146.51
PP	146.77	146.28
S1	146.75	146.05

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

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