SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	144.06	143.89	-0.17	-0.1%	146.94
High	144.11	144.97	0.86	0.6%	147.19
Low	142.95	143.51	0.56	0.4%	145.63
Close	143.30	144.64	1.34	0.9%	145.87
Range	1.16	1.46	0.30	25.9%	1.56
ATR	1.24	1.27	0.03	2.5%	0.00
Volume	146,502,000	111,830,305	-34,671,695	-23.7%	608,819,484

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.75	148.16	145.44
R3	147.29	146.70	145.04
R2	145.83	145.83	144.91
R1	145.24	145.24	144.77	145.54
PP	144.37	144.37	144.37	144.52
S1	143.78	143.78	144.51	144.08
S2	142.91	142.91	144.37
S3	141.45	142.32	144.24
S4	139.99	140.86	143.84

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	146.67	142.95	3.72	2.6%	1.32	0.9%	45%	False	False	119,183,345
10	148.11	142.95	5.16	3.6%	1.13	0.8%	33%	False	False	126,577,578
20	148.11	140.13	7.98	5.5%	1.18	0.8%	57%	False	False	124,454,794
40	148.11	135.58	12.53	8.7%	1.13	0.8%	72%	False	False	112,864,382
60	148.11	132.60	15.51	10.7%	1.26	0.9%	78%	False	False	121,816,652
80	148.11	129.93	18.18	12.6%	1.38	1.0%	81%	False	False	131,772,246
100	148.11	127.14	20.97	14.5%	1.49	1.0%	83%	False	False	144,374,066
120	148.11	127.14	20.97	14.5%	1.47	1.0%	83%	False	False	145,574,067

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151.18
2.618	148.79
1.618	147.33
1.000	146.43
0.618	145.87
HIGH	144.97
0.618	144.41
0.500	144.24
0.382	144.07
LOW	143.51
0.618	142.61
1.000	142.05
1.618	141.15
2.618	139.69
4.250	137.31

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	144.51	144.63
PP	144.37	144.61
S1	144.24	144.60

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

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