SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2012

Day Change Summary
	Previous	Current
	03-Oct-2012	04-Oct-2012	Change	Change %	Previous Week
Open	144.89	145.64	0.75	0.5%	145.15
High	145.43	146.34	0.91	0.6%	146.24
Low	144.13	145.44	1.31	0.9%	142.95
Close	145.09	146.13	1.04	0.7%	143.97
Range	1.30	0.90	-0.40	-30.8%	3.29
ATR	1.30	1.30	0.00	-0.3%	0.00
Volume	121,283,000	124,311,602	3,028,602	2.5%	637,875,320

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.67	148.30	146.63
R3	147.77	147.40	146.38
R2	146.87	146.87	146.30
R1	146.50	146.50	146.21	146.69
PP	145.97	145.97	145.97	146.06
S1	145.60	145.60	146.05	145.79
S2	145.07	145.07	145.97
S3	144.17	144.70	145.88
S4	143.27	143.80	145.64

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	146.34	143.46	2.88	2.0%	1.26	0.9%	93%	True	False	129,124,762
10	146.67	142.95	3.72	2.5%	1.29	0.9%	85%	False	False	124,154,053
20	148.11	142.95	5.16	3.5%	1.18	0.8%	62%	False	False	125,350,044
40	148.11	139.81	8.30	5.7%	1.11	0.8%	76%	False	False	112,937,405
60	148.11	132.60	15.51	10.6%	1.24	0.9%	87%	False	False	121,023,110
80	148.11	130.85	17.26	11.8%	1.32	0.9%	89%	False	False	129,043,573
100	148.11	127.14	20.97	14.4%	1.47	1.0%	91%	False	False	141,822,961
120	148.11	127.14	20.97	14.4%	1.45	1.0%	91%	False	False	143,794,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.28
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	150.17
2.618	148.70
1.618	147.80
1.000	147.24
0.618	146.90
HIGH	146.34
0.618	146.00
0.500	145.89
0.382	145.78
LOW	145.44
0.618	144.88
1.000	144.54
1.618	143.98
2.618	143.08
4.250	141.62

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	146.05	145.78
PP	145.97	145.43
S1	145.89	145.09

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

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