SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	145.64	146.91	1.27	0.9%	144.52
High	146.34	147.16	0.82	0.6%	147.16
Low	145.44	145.70	0.26	0.2%	143.83
Close	146.13	146.14	0.01	0.0%	146.14
Range	0.90	1.46	0.56	62.2%	3.33
ATR	1.30	1.31	0.01	0.9%	0.00
Volume	124,311,602	124,842,094	530,492	0.4%	619,769,907

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.71	149.89	146.94
R3	149.25	148.43	146.54
R2	147.79	147.79	146.41
R1	146.97	146.97	146.27	146.65
PP	146.33	146.33	146.33	146.18
S1	145.51	145.51	146.01	145.19
S2	144.87	144.87	145.87
S3	143.41	144.05	145.74
S4	141.95	142.59	145.34

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.70	154.25	147.97
R3	152.37	150.92	147.06
R2	149.04	149.04	146.75
R1	147.59	147.59	146.45	148.32
PP	145.71	145.71	145.71	146.07
S1	144.26	144.26	145.83	144.99
S2	142.38	142.38	145.53
S3	139.05	140.93	145.22
S4	135.72	137.60	144.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.16	143.83	3.33	2.3%	1.33	0.9%	69%	True	False	123,953,981
10	147.16	142.95	4.21	2.9%	1.35	0.9%	76%	True	False	125,764,522
20	148.11	142.95	5.16	3.5%	1.23	0.8%	62%	False	False	126,228,548
40	148.11	139.81	8.30	5.7%	1.13	0.8%	76%	False	False	113,805,353
60	148.11	133.03	15.08	10.3%	1.24	0.8%	87%	False	False	120,711,862
80	148.11	130.85	17.26	11.8%	1.32	0.9%	89%	False	False	128,452,883
100	148.11	127.14	20.97	14.3%	1.46	1.0%	91%	False	False	140,996,052
120	148.11	127.14	20.97	14.3%	1.45	1.0%	91%	False	False	143,603,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	153.37
2.618	150.98
1.618	149.52
1.000	148.62
0.618	148.06
HIGH	147.16
0.618	146.60
0.500	146.43
0.382	146.26
LOW	145.70
0.618	144.80
1.000	144.24
1.618	143.34
2.618	141.88
4.250	139.50

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	146.43	145.98
PP	146.33	145.81
S1	146.24	145.65

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

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