SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	146.91	145.60	-1.31	-0.9%	144.52
High	147.16	146.12	-1.04	-0.7%	147.16
Low	145.70	145.31	-0.39	-0.3%	143.83
Close	146.14	145.64	-0.50	-0.3%	146.14
Range	1.46	0.81	-0.65	-44.5%	3.33
ATR	1.31	1.27	-0.03	-2.6%	0.00
Volume	124,842,094	78,415,500	-46,426,594	-37.2%	619,769,907

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.12	147.69	146.09
R3	147.31	146.88	145.86
R2	146.50	146.50	145.79
R1	146.07	146.07	145.71	146.29
PP	145.69	145.69	145.69	145.80
S1	145.26	145.26	145.57	145.48
S2	144.88	144.88	145.49
S3	144.07	144.45	145.42
S4	143.26	143.64	145.19

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%	1.16	0.8%	54%	False	False	112,454,859
10	147.16	142.95	4.21	2.9%	1.34	0.9%	64%	False	False	124,037,882
20	148.11	142.95	5.16	3.5%	1.22	0.8%	52%	False	False	125,826,403
40	148.11	140.04	8.07	5.5%	1.12	0.8%	69%	False	False	113,271,743
60	148.11	133.03	15.08	10.4%	1.22	0.8%	84%	False	False	119,858,385
80	148.11	130.85	17.26	11.9%	1.31	0.9%	86%	False	False	126,551,186
100	148.11	127.14	20.97	14.4%	1.45	1.0%	88%	False	False	139,709,518
120	148.11	127.14	20.97	14.4%	1.45	1.0%	88%	False	False	143,225,204

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	0.32
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	149.56
2.618	148.24
1.618	147.43
1.000	146.93
0.618	146.62
HIGH	146.12
0.618	145.81
0.500	145.72
0.382	145.62
LOW	145.31
0.618	144.81
1.000	144.50
1.618	144.00
2.618	143.19
4.250	141.87

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	145.72	146.24
PP	145.69	146.04
S1	145.67	145.84

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

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