SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	141.93	142.02	0.09	0.1%	143.23
High	142.10	142.28	0.18	0.1%	146.52
Low	140.80	140.57	-0.23	-0.2%	142.77
Close	141.02	141.43	0.41	0.3%	143.39
Range	1.30	1.71	0.41	31.5%	3.75
ATR	1.46	1.48	0.02	1.2%	0.00
Volume	120,179,203	134,457,297	14,278,094	11.9%	679,091,898

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.56	145.70	142.37
R3	144.85	143.99	141.90
R2	143.14	143.14	141.74
R1	142.28	142.28	141.59	141.86
PP	141.43	141.43	141.43	141.21
S1	140.57	140.57	141.27	140.15
S2	139.72	139.72	141.12
S3	138.01	138.86	140.96
S4	136.30	137.15	140.49

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	145.56	140.57	4.99	3.5%	1.63	1.2%	17%	False	True	151,583,279
10	146.52	140.57	5.95	4.2%	1.40	1.0%	14%	False	True	137,554,500
20	147.16	140.57	6.59	4.7%	1.33	0.9%	13%	False	True	131,057,400
40	148.11	140.13	7.98	5.6%	1.25	0.9%	16%	False	False	127,756,097
60	148.11	135.58	12.53	8.9%	1.20	0.8%	47%	False	False	118,928,721
80	148.11	132.60	15.51	11.0%	1.27	0.9%	57%	False	False	124,126,839
100	148.11	129.93	18.18	12.9%	1.37	1.0%	63%	False	False	131,629,277
120	148.11	127.14	20.97	14.8%	1.46	1.0%	68%	False	False	142,154,621

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

Fibonacci Retracements and Extensions
4.250	149.55
2.618	146.76
1.618	145.05
1.000	143.99
0.618	143.34
HIGH	142.28
0.618	141.63
0.500	141.43
0.382	141.22
LOW	140.57
0.618	139.51
1.000	138.86
1.618	137.80
2.618	136.09
4.250	133.30

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	141.43	141.43
PP	141.43	141.43
S1	141.43	141.43

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

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