SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	143.46	143.23	-0.23	-0.2%	145.60
High	143.95	144.23	0.28	0.2%	146.12
Low	142.58	142.77	0.19	0.1%	142.58
Close	142.89	144.08	1.19	0.8%	142.89
Range	1.37	1.46	0.09	6.6%	3.54
ATR	1.29	1.30	0.01	1.0%	0.00
Volume	124,181,805	107,689,000	-16,492,805	-13.3%	599,318,898

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.07	147.54	144.88
R3	146.61	146.08	144.48
R2	145.15	145.15	144.35
R1	144.62	144.62	144.21	144.89
PP	143.69	143.69	143.69	143.83
S1	143.16	143.16	143.95	143.43
S2	142.23	142.23	143.81
S3	140.77	141.70	143.68
S4	139.31	140.24	143.28

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.48	152.23	144.84
R3	150.94	148.69	143.86
R2	147.40	147.40	143.54
R1	145.15	145.15	143.21	144.51
PP	143.86	143.86	143.86	143.54
S1	141.61	141.61	142.57	140.97
S2	140.32	140.32	142.24
S3	136.78	138.07	141.92
S4	133.24	134.53	140.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.65	142.58	3.07	2.1%	1.34	0.9%	49%	False	False	125,718,479
10	147.16	142.58	4.58	3.2%	1.25	0.9%	33%	False	False	119,086,669
20	147.17	142.58	4.59	3.2%	1.22	0.8%	33%	False	False	122,702,245
40	148.11	140.13	7.98	5.5%	1.18	0.8%	49%	False	False	117,600,543
60	148.11	133.03	15.08	10.5%	1.22	0.8%	73%	False	False	119,968,638
80	148.11	130.85	17.26	12.0%	1.27	0.9%	77%	False	False	123,790,657
100	148.11	127.14	20.97	14.6%	1.41	1.0%	81%	False	False	134,522,365
120	148.11	127.14	20.97	14.6%	1.46	1.0%	81%	False	False	141,788,907

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	0.29
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	150.44
2.618	148.05
1.618	146.59
1.000	145.69
0.618	145.13
HIGH	144.23
0.618	143.67
0.500	143.50
0.382	143.33
LOW	142.77
0.618	141.87
1.000	141.31
1.618	140.41
2.618	138.95
4.250	136.57

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	143.89	143.90
PP	143.69	143.72
S1	143.50	143.54

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

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