SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	141.85	141.65	-0.20	-0.1%	143.15
High	142.03	143.01	0.98	0.7%	143.67
Low	140.68	141.52	0.84	0.6%	140.39
Close	141.35	142.83	1.48	1.0%	141.35
Range	1.35	1.49	0.14	10.4%	3.28
ATR	1.47	1.48	0.01	0.9%	0.00
Volume	103,438,500	100,995,500	-2,443,000	-2.4%	718,294,696

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.92	146.37	143.65
R3	145.43	144.88	143.24
R2	143.94	143.94	143.10
R1	143.39	143.39	142.97	143.67
PP	142.45	142.45	142.45	142.59
S1	141.90	141.90	142.69	142.18
S2	140.96	140.96	142.56
S3	139.47	140.41	142.42
S4	137.98	138.92	142.01

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.64	149.78	143.15
R3	148.36	146.50	142.25
R2	145.08	145.08	141.95
R1	143.22	143.22	141.65	142.51
PP	141.80	141.80	141.80	141.45
S1	139.94	139.94	141.05	139.23
S2	138.52	138.52	140.75
S3	135.24	136.66	140.45
S4	131.96	133.38	139.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.01	140.39	2.62	1.8%	1.46	1.0%	93%	True	False	121,018,778
10	146.52	140.39	6.13	4.3%	1.45	1.0%	40%	False	False	138,531,619
20	147.16	140.39	6.77	4.7%	1.33	0.9%	36%	False	False	128,578,809
40	148.11	140.39	7.72	5.4%	1.27	0.9%	32%	False	False	127,297,876
60	148.11	139.81	8.30	5.8%	1.18	0.8%	36%	False	False	117,376,888
80	148.11	132.60	15.51	10.9%	1.29	0.9%	66%	False	False	123,728,168
100	148.11	130.85	17.26	12.1%	1.35	0.9%	69%	False	False	130,008,977
120	148.11	127.14	20.97	14.7%	1.45	1.0%	75%	False	False	140,206,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	149.34
2.618	146.91
1.618	145.42
1.000	144.50
0.618	143.93
HIGH	143.01
0.618	142.44
0.500	142.27
0.382	142.09
LOW	141.52
0.618	140.60
1.000	140.03
1.618	139.11
2.618	137.62
4.250	135.19

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	142.64	142.45
PP	142.45	142.08
S1	142.27	141.70

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

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