SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	145.96	144.06	-1.90	-1.3%	146.94
High	146.24	144.11	-2.13	-1.5%	147.19
Low	144.06	142.95	-1.11	-0.8%	145.63
Close	144.10	143.30	-0.80	-0.6%	145.87
Range	2.18	1.16	-1.02	-46.8%	1.56
ATR	1.25	1.24	-0.01	-0.5%	0.00
Volume	133,165,109	146,502,000	13,336,891	10.0%	608,819,484

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.93	146.28	143.94
R3	145.77	145.12	143.62
R2	144.61	144.61	143.51
R1	143.96	143.96	143.41	143.71
PP	143.45	143.45	143.45	143.33
S1	142.80	142.80	143.19	142.55
S2	142.29	142.29	143.09
S3	141.13	141.64	142.98
S4	139.97	140.48	142.66

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	146.79	142.95	3.84	2.7%	1.26	0.9%	9%	False	True	127,619,221
10	148.11	142.95	5.16	3.6%	1.28	0.9%	7%	False	True	137,941,557
20	148.11	140.13	7.98	5.6%	1.15	0.8%	40%	False	False	122,133,588
40	148.11	135.58	12.53	8.7%	1.13	0.8%	62%	False	False	113,524,597
60	148.11	132.60	15.51	10.8%	1.25	0.9%	69%	False	False	121,294,411
80	148.11	127.78	20.33	14.2%	1.38	1.0%	76%	False	False	132,421,608
100	148.11	127.14	20.97	14.6%	1.48	1.0%	77%	False	False	144,532,698
120	148.11	127.14	20.97	14.6%	1.48	1.0%	77%	False	False	145,704,499

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149.04
2.618	147.15
1.618	145.99
1.000	145.27
0.618	144.83
HIGH	144.11
0.618	143.67
0.500	143.53
0.382	143.39
LOW	142.95
0.618	142.23
1.000	141.79
1.618	141.07
2.618	139.91
4.250	138.02

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	143.53	144.60
PP	143.45	144.16
S1	143.38	143.73

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

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