SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	141.65	143.68	2.03	1.4%	141.85
High	143.01	143.72	0.71	0.5%	143.72
Low	141.52	141.41	-0.11	-0.1%	140.68
Close	142.83	141.56	-1.27	-0.9%	141.56
Range	1.49	2.31	0.82	55.0%	3.04
ATR	1.48	1.54	0.06	4.0%	0.00
Volume	100,995,500	137,702,094	36,706,594	36.3%	342,136,094

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.16	147.67	142.83
R3	146.85	145.36	142.20
R2	144.54	144.54	141.98
R1	143.05	143.05	141.77	142.64
PP	142.23	142.23	142.23	142.03
S1	140.74	140.74	141.35	140.33
S2	139.92	139.92	141.14
S3	137.61	138.43	140.92
S4	135.30	136.12	140.29

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.11	149.37	143.23
R3	148.07	146.33	142.40
R2	145.03	145.03	142.12
R1	143.29	143.29	141.84	142.64
PP	141.99	141.99	141.99	141.66
S1	140.25	140.25	141.28	139.60
S2	138.95	138.95	141.00
S3	135.91	137.21	140.72
S4	132.87	134.17	139.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.72	140.39	3.33	2.4%	1.66	1.2%	35%	True	False	124,523,356
10	146.52	140.39	6.13	4.3%	1.59	1.1%	19%	False	False	139,418,429
20	147.16	140.39	6.77	4.8%	1.39	1.0%	17%	False	False	129,399,764
40	148.11	140.39	7.72	5.5%	1.31	0.9%	15%	False	False	128,223,924
60	148.11	139.81	8.30	5.9%	1.20	0.8%	21%	False	False	117,847,312
80	148.11	132.60	15.51	11.0%	1.28	0.9%	58%	False	False	123,352,147
100	148.11	130.85	17.26	12.2%	1.35	1.0%	62%	False	False	129,689,718
120	148.11	127.14	20.97	14.8%	1.46	1.0%	69%	False	False	140,078,872

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

Fibonacci Retracements and Extensions
4.250	153.54
2.618	149.77
1.618	147.46
1.000	146.03
0.618	145.15
HIGH	143.72
0.618	142.84
0.500	142.57
0.382	142.29
LOW	141.41
0.618	139.98
1.000	139.10
1.618	137.67
2.618	135.36
4.250	131.59

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	142.57	142.20
PP	142.23	141.99
S1	141.90	141.77

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

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