SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Oct-2012

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	145.82	145.55	-0.27	-0.2%	143.23
High	146.52	145.56	-0.96	-0.7%	146.52
Low	145.33	143.05	-2.28	-1.6%	142.77
Close	145.82	143.39	-2.43	-1.7%	143.39
Range	1.19	2.51	1.32	110.9%	3.75
ATR	1.28	1.39	0.11	8.3%	0.00
Volume	148,108,406	185,645,094	37,536,688	25.3%	679,091,898

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.53	149.97	144.77
R3	149.02	147.46	144.08
R2	146.51	146.51	143.85
R1	144.95	144.95	143.62	144.48
PP	144.00	144.00	144.00	143.76
S1	142.44	142.44	143.16	141.97
S2	141.49	141.49	142.93
S3	138.98	139.93	142.70
S4	136.47	137.42	142.01

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.48	153.18	145.45
R3	151.73	149.43	144.42
R2	147.98	147.98	144.08
R1	145.68	145.68	143.73	146.83
PP	144.23	144.23	144.23	144.80
S1	141.93	141.93	143.05	143.08
S2	140.48	140.48	142.70
S3	136.73	138.18	142.36
S4	132.98	134.43	141.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.52	142.77	3.75	2.6%	1.41	1.0%	17%	False	False	135,818,379
10	146.52	142.58	3.94	2.7%	1.31	0.9%	21%	False	False	127,841,079
20	147.16	142.58	4.58	3.2%	1.33	0.9%	18%	False	False	126,802,801
40	148.11	140.13	7.98	5.6%	1.21	0.8%	41%	False	False	121,180,257
60	148.11	135.58	12.53	8.7%	1.21	0.8%	62%	False	False	119,428,566
80	148.11	131.28	16.83	11.7%	1.27	0.9%	72%	False	False	124,362,006
100	148.11	127.14	20.97	14.6%	1.40	1.0%	77%	False	False	134,060,492
120	148.11	127.14	20.97	14.6%	1.46	1.0%	77%	False	False	142,270,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	156.23
2.618	152.13
1.618	149.62
1.000	148.07
0.618	147.11
HIGH	145.56
0.618	144.60
0.500	144.31
0.382	144.01
LOW	143.05
0.618	141.50
1.000	140.54
1.618	138.99
2.618	136.48
4.250	132.38

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	144.31	144.79
PP	144.00	144.32
S1	143.70	143.86

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

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