SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Oct-2012

Day Change Summary
	Previous	Current
	08-Oct-2012	09-Oct-2012	Change	Change %	Previous Week
Open	145.60	145.53	-0.07	0.0%	144.52
High	146.12	145.65	-0.47	-0.3%	147.16
Low	145.31	144.15	-1.16	-0.8%	143.83
Close	145.64	144.20	-1.44	-1.0%	146.14
Range	0.81	1.50	0.69	85.2%	3.33
ATR	1.27	1.29	0.02	1.3%	0.00
Volume	78,415,500	148,872,797	70,457,297	89.9%	619,769,907

Daily Pivots for day following 09-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.17	148.18	145.03
R3	147.67	146.68	144.61
R2	146.17	146.17	144.48
R1	145.18	145.18	144.34	144.93
PP	144.67	144.67	144.67	144.54
S1	143.68	143.68	144.06	143.43
S2	143.17	143.17	143.93
S3	141.67	142.18	143.79
S4	140.17	140.68	143.38

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	144.13	3.03	2.1%	1.19	0.8%	2%	False	False	119,544,998
10	147.16	142.95	4.21	2.9%	1.27	0.9%	30%	False	False	125,608,650
20	148.11	142.95	5.16	3.6%	1.25	0.9%	24%	False	False	128,832,048
40	148.11	140.13	7.98	5.5%	1.14	0.8%	51%	False	False	115,008,982
60	148.11	133.03	15.08	10.5%	1.23	0.9%	74%	False	False	120,715,738
80	148.11	130.85	17.26	12.0%	1.31	0.9%	77%	False	False	126,295,449
100	148.11	127.14	20.97	14.5%	1.45	1.0%	81%	False	False	138,720,201
120	148.11	127.14	20.97	14.5%	1.45	1.0%	81%	False	False	142,810,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	152.03
2.618	149.58
1.618	148.08
1.000	147.15
0.618	146.58
HIGH	145.65
0.618	145.08
0.500	144.90
0.382	144.72
LOW	144.15
0.618	143.22
1.000	142.65
1.618	141.72
2.618	140.22
4.250	137.78

Fisher Pivots for day following 09-Oct-2012
Pivot	1 day	3 day
R1	144.90	145.66
PP	144.67	145.17
S1	144.43	144.69

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

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