SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	145.55	143.15	-2.40	-1.6%	143.23
High	145.56	143.67	-1.89	-1.3%	146.52
Low	143.05	142.28	-0.77	-0.5%	142.77
Close	143.39	143.41	0.02	0.0%	143.39
Range	2.51	1.39	-1.12	-44.6%	3.75
ATR	1.39	1.39	0.00	0.0%	0.00
Volume	185,645,094	125,578,602	-60,066,492	-32.4%	679,091,898

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.29	146.74	144.17
R3	145.90	145.35	143.79
R2	144.51	144.51	143.66
R1	143.96	143.96	143.54	144.24
PP	143.12	143.12	143.12	143.26
S1	142.57	142.57	143.28	142.85
S2	141.73	141.73	143.16
S3	140.34	141.18	143.03
S4	138.95	139.79	142.65

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	142.28	4.24	3.0%	1.39	1.0%	27%	False	True	139,396,300
10	146.52	142.28	4.24	3.0%	1.37	1.0%	27%	False	True	132,557,389
20	147.16	142.28	4.88	3.4%	1.35	0.9%	23%	False	True	128,297,635
40	148.11	140.13	7.98	5.6%	1.21	0.8%	41%	False	False	121,833,880
60	148.11	135.58	12.53	8.7%	1.19	0.8%	62%	False	False	117,575,987
80	148.11	132.60	15.51	10.8%	1.27	0.9%	70%	False	False	123,818,289
100	148.11	127.14	20.97	14.6%	1.39	1.0%	78%	False	False	133,355,926
120	148.11	127.14	20.97	14.6%	1.47	1.0%	78%	False	False	142,308,567

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	149.58
2.618	147.31
1.618	145.92
1.000	145.06
0.618	144.53
HIGH	143.67
0.618	143.14
0.500	142.98
0.382	142.81
LOW	142.28
0.618	141.42
1.000	140.89
1.618	140.03
2.618	138.64
4.250	136.37

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	143.27	144.40
PP	143.12	144.07
S1	142.98	143.74

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

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