SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2012

Day Change Summary
	Previous	Current
	02-Oct-2012	03-Oct-2012	Change	Change %	Previous Week
Open	144.92	144.89	-0.03	0.0%	145.15
High	145.15	145.43	0.28	0.2%	146.24
Low	143.83	144.13	0.30	0.2%	142.95
Close	144.50	145.09	0.59	0.4%	143.97
Range	1.32	1.30	-0.02	-1.5%	3.29
ATR	1.30	1.30	0.00	0.0%	0.00
Volume	113,422,102	121,283,000	7,860,898	6.9%	637,875,320

Daily Pivots for day following 03-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.78	148.24	145.81
R3	147.48	146.94	145.45
R2	146.18	146.18	145.33
R1	145.64	145.64	145.21	145.91
PP	144.88	144.88	144.88	145.02
S1	144.34	144.34	144.97	144.61
S2	143.58	143.58	144.85
S3	142.28	143.04	144.73
S4	140.98	141.74	144.38

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	145.69	143.46	2.23	1.5%	1.37	0.9%	73%	False	False	126,628,503
10	146.79	142.95	3.84	2.6%	1.32	0.9%	56%	False	False	127,123,862
20	148.11	141.75	6.36	4.4%	1.23	0.9%	53%	False	False	127,048,084
40	148.11	139.81	8.30	5.7%	1.11	0.8%	64%	False	False	112,071,086
60	148.11	132.60	15.51	10.7%	1.25	0.9%	81%	False	False	121,336,275
80	148.11	130.85	17.26	11.9%	1.34	0.9%	83%	False	False	129,762,206
100	148.11	127.14	20.97	14.5%	1.47	1.0%	86%	False	False	142,214,694
120	148.11	127.14	20.97	14.5%	1.46	1.0%	86%	False	False	143,989,726

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	150.96
2.618	148.83
1.618	147.53
1.000	146.73
0.618	146.23
HIGH	145.43
0.618	144.93
0.500	144.78
0.382	144.63
LOW	144.13
0.618	143.33
1.000	142.83
1.618	142.03
2.618	140.73
4.250	138.61

Fisher Pivots for day following 03-Oct-2012
Pivot	1 day	3 day
R1	144.99	144.98
PP	144.88	144.87
S1	144.78	144.76

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

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