SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	146.64	145.15	-1.49	-1.0%	146.94
High	146.67	145.98	-0.69	-0.5%	147.19
Low	145.81	145.04	-0.77	-0.5%	145.63
Close	145.87	145.65	-0.22	-0.2%	145.87
Range	0.86	0.94	0.08	9.3%	1.56
ATR	1.19	1.17	-0.02	-1.5%	0.00
Volume	108,737,406	95,681,906	-13,055,500	-12.0%	608,819,484

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.38	147.95	146.17
R3	147.44	147.01	145.91
R2	146.50	146.50	145.82
R1	146.07	146.07	145.74	146.29
PP	145.56	145.56	145.56	145.66
S1	145.13	145.13	145.56	145.35
S2	144.62	144.62	145.48
S3	143.68	144.19	145.39
S4	142.74	143.25	145.13

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.91	149.95	146.73
R3	149.35	148.39	146.30
R2	147.79	147.79	146.16
R1	146.83	146.83	146.01	146.53
PP	146.23	146.23	146.23	146.08
S1	145.27	145.27	145.73	144.97
S2	144.67	144.67	145.58
S3	143.11	143.71	145.44
S4	141.55	142.15	145.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.17	145.04	2.13	1.5%	0.86	0.6%	29%	False	True	117,014,739
10	148.11	143.56	4.55	3.1%	1.10	0.8%	46%	False	False	127,614,925
20	148.11	140.13	7.98	5.5%	1.06	0.7%	69%	False	False	115,370,125
40	148.11	135.58	12.53	8.6%	1.10	0.8%	80%	False	False	112,215,162
60	148.11	132.60	15.51	10.6%	1.24	0.9%	84%	False	False	122,325,173
80	148.11	127.14	20.97	14.4%	1.40	1.0%	88%	False	False	134,620,499
100	148.11	127.14	20.97	14.4%	1.49	1.0%	88%	False	False	145,110,753
120	148.11	127.14	20.97	14.4%	1.46	1.0%	88%	False	False	145,742,709

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149.98
2.618	148.44
1.618	147.50
1.000	146.92
0.618	146.56
HIGH	145.98
0.618	145.62
0.500	145.51
0.382	145.40
LOW	145.04
0.618	144.46
1.000	144.10
1.618	143.52
2.618	142.58
4.250	141.05

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	145.60	145.92
PP	145.56	145.83
S1	145.51	145.74

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

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