SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	144.76	145.64	0.88	0.6%	145.60
High	145.64	146.32	0.68	0.5%	146.12
Low	144.66	145.42	0.76	0.5%	142.58
Close	145.54	146.20	0.66	0.5%	142.89
Range	0.98	0.90	-0.08	-8.2%	3.54
ATR	1.32	1.29	-0.03	-2.3%	0.00
Volume	108,815,398	128,834,000	20,018,602	18.4%	599,318,898

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.68	148.34	146.70
R3	147.78	147.44	146.45
R2	146.88	146.88	146.37
R1	146.54	146.54	146.28	146.71
PP	145.98	145.98	145.98	146.07
S1	145.64	145.64	146.12	145.81
S2	145.08	145.08	146.04
S3	144.18	144.74	145.95
S4	143.28	143.84	145.71

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	146.32	142.58	3.74	2.6%	1.17	0.8%	97%	True	False	118,624,320
10	147.16	142.58	4.58	3.1%	1.18	0.8%	79%	False	False	119,381,099
20	147.16	142.58	4.58	3.1%	1.25	0.9%	79%	False	False	123,252,480
40	148.11	140.13	7.98	5.5%	1.17	0.8%	76%	False	False	118,949,016
60	148.11	133.25	14.86	10.2%	1.19	0.8%	87%	False	False	118,624,568
80	148.11	130.93	17.18	11.8%	1.26	0.9%	89%	False	False	123,308,222
100	148.11	127.14	20.97	14.3%	1.41	1.0%	91%	False	False	133,872,197
120	148.11	127.14	20.97	14.3%	1.46	1.0%	91%	False	False	141,604,569

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	0.25
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	150.15
2.618	148.68
1.618	147.78
1.000	147.22
0.618	146.88
HIGH	146.32
0.618	145.98
0.500	145.87
0.382	145.76
LOW	145.42
0.618	144.86
1.000	144.52
1.618	143.96
2.618	143.06
4.250	141.60

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	146.09	145.65
PP	145.98	145.10
S1	145.87	144.55

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

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