SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	141.86	141.93	0.07	0.0%	143.23
High	142.06	142.10	0.04	0.0%	146.52
Low	140.83	140.80	-0.03	0.0%	142.77
Close	141.42	141.02	-0.40	-0.3%	143.39
Range	1.23	1.30	0.07	5.7%	3.75
ATR	1.47	1.46	-0.01	-0.8%	0.00
Volume	192,056,203	120,179,203	-71,877,000	-37.4%	679,091,898

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.21	144.41	141.74
R3	143.91	143.11	141.38
R2	142.61	142.61	141.26
R1	141.81	141.81	141.14	141.56
PP	141.31	141.31	141.31	141.18
S1	140.51	140.51	140.90	140.26
S2	140.01	140.01	140.78
S3	138.71	139.21	140.66
S4	137.41	137.91	140.31

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	140.80	5.72	4.1%	1.52	1.1%	4%	False	True	154,313,501
10	146.52	140.80	5.72	4.1%	1.35	1.0%	4%	False	True	136,468,910
20	147.16	140.80	6.36	4.5%	1.31	0.9%	3%	False	True	129,926,050
40	148.11	140.13	7.98	5.7%	1.23	0.9%	11%	False	False	126,029,819
60	148.11	135.58	12.53	8.9%	1.19	0.8%	43%	False	False	118,991,748
80	148.11	132.60	15.51	11.0%	1.27	0.9%	54%	False	False	123,452,321
100	148.11	127.78	20.33	14.4%	1.36	1.0%	65%	False	False	131,922,497
120	148.11	127.14	20.97	14.9%	1.46	1.0%	66%	False	False	142,098,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147.63
2.618	145.50
1.618	144.20
1.000	143.40
0.618	142.90
HIGH	142.10
0.618	141.60
0.500	141.45
0.382	141.30
LOW	140.80
0.618	140.00
1.000	139.50
1.618	138.70
2.618	137.40
4.250	135.28

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	141.45	142.24
PP	141.31	141.83
S1	141.16	141.43

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

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