SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	143.89	144.09	0.20	0.1%	145.15
High	144.97	144.56	-0.41	-0.3%	146.24
Low	143.51	143.46	-0.05	0.0%	142.95
Close	144.64	143.97	-0.67	-0.5%	143.97
Range	1.46	1.10	-0.36	-24.7%	3.29
ATR	1.27	1.26	-0.01	-0.5%	0.00
Volume	111,830,305	150,696,000	38,865,695	34.8%	637,875,320

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.30	146.73	144.58
R3	146.20	145.63	144.27
R2	145.10	145.10	144.17
R1	144.53	144.53	144.07	144.27
PP	144.00	144.00	144.00	143.86
S1	143.43	143.43	143.87	143.17
S2	142.90	142.90	143.77
S3	141.80	142.33	143.67
S4	140.70	141.23	143.37

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.26	152.40	145.78
R3	150.97	149.11	144.87
R2	147.68	147.68	144.57
R1	145.82	145.82	144.27	145.11
PP	144.39	144.39	144.39	144.03
S1	142.53	142.53	143.67	141.82
S2	141.10	141.10	143.37
S3	137.81	139.24	143.07
S4	134.52	135.95	142.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.24	142.95	3.29	2.3%	1.37	1.0%	31%	False	False	127,575,064
10	147.19	142.95	4.24	2.9%	1.10	0.8%	24%	False	False	124,669,480
20	148.11	140.13	7.98	5.5%	1.20	0.8%	48%	False	False	127,160,103
40	148.11	136.68	11.43	7.9%	1.11	0.8%	64%	False	False	111,644,945
60	148.11	132.60	15.51	10.8%	1.25	0.9%	73%	False	False	122,204,054
80	148.11	130.85	17.26	12.0%	1.36	0.9%	76%	False	False	131,355,495
100	148.11	127.14	20.97	14.6%	1.48	1.0%	80%	False	False	143,748,993
120	148.11	127.14	20.97	14.6%	1.46	1.0%	80%	False	False	144,870,012

Crabel Price Patterns
NR	True
NR4	True
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	0.26
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149.24
2.618	147.44
1.618	146.34
1.000	145.66
0.618	145.24
HIGH	144.56
0.618	144.14
0.500	144.01
0.382	143.88
LOW	143.46
0.618	142.78
1.000	142.36
1.618	141.68
2.618	140.58
4.250	138.79

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	144.01	143.97
PP	144.00	143.96
S1	143.98	143.96

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

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