SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	143.23	144.76	1.53	1.1%	145.60
High	144.23	145.64	1.41	1.0%	146.12
Low	142.77	144.66	1.89	1.3%	142.58
Close	144.08	145.54	1.46	1.0%	142.89
Range	1.46	0.98	-0.48	-32.9%	3.54
ATR	1.30	1.32	0.02	1.4%	0.00
Volume	107,689,000	108,815,398	1,126,398	1.0%	599,318,898

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.22	147.86	146.08
R3	147.24	146.88	145.81
R2	146.26	146.26	145.72
R1	145.90	145.90	145.63	146.08
PP	145.28	145.28	145.28	145.37
S1	144.92	144.92	145.45	145.10
S2	144.30	144.30	145.36
S3	143.32	143.94	145.27
S4	142.34	142.96	145.00

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	145.64	142.58	3.06	2.1%	1.24	0.9%	97%	True	False	117,706,999
10	147.16	142.58	4.58	3.1%	1.22	0.8%	65%	False	False	118,625,999
20	147.17	142.58	4.59	3.2%	1.24	0.9%	64%	False	False	123,226,690
40	148.11	140.13	7.98	5.5%	1.19	0.8%	68%	False	False	118,365,402
60	148.11	133.03	15.08	10.4%	1.21	0.8%	83%	False	False	119,364,218
80	148.11	130.85	17.26	11.9%	1.27	0.9%	85%	False	False	123,526,220
100	148.11	127.14	20.97	14.4%	1.41	1.0%	88%	False	False	133,938,368
120	148.11	127.14	20.97	14.4%	1.46	1.0%	88%	False	False	141,563,746

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

Fibonacci Retracements and Extensions
4.250	149.81
2.618	148.21
1.618	147.23
1.000	146.62
0.618	146.25
HIGH	145.64
0.618	145.27
0.500	145.15
0.382	145.03
LOW	144.66
0.618	144.05
1.000	143.68
1.618	143.07
2.618	142.09
4.250	140.50

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	145.41	145.06
PP	145.28	144.59
S1	145.15	144.11

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

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