SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	141.35	142.28	0.93	0.7%	141.85
High	142.17	143.52	1.35	0.9%	143.72
Low	140.93	142.13	1.20	0.9%	140.68
Close	141.85	142.96	1.11	0.8%	141.56
Range	1.24	1.39	0.15	12.1%	3.04
ATR	1.52	1.53	0.01	0.7%	0.00
Volume	98,378,406	107,068,102	8,689,696	8.8%	342,136,094

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.04	146.39	143.72
R3	145.65	145.00	143.34
R2	144.26	144.26	143.21
R1	143.61	143.61	143.09	143.94
PP	142.87	142.87	142.87	143.03
S1	142.22	142.22	142.83	142.55
S2	141.48	141.48	142.71
S3	140.09	140.83	142.58
S4	138.70	139.44	142.20

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	140.68	3.04	2.1%	1.56	1.1%	75%	False	False	109,516,520
10	143.72	140.39	3.33	2.3%	1.49	1.0%	77%	False	False	126,587,729
20	146.52	140.39	6.13	4.3%	1.40	1.0%	42%	False	False	127,214,404
40	148.11	140.39	7.72	5.4%	1.31	0.9%	33%	False	False	126,721,476
60	148.11	139.81	8.30	5.8%	1.22	0.9%	38%	False	False	118,275,037
80	148.11	133.03	15.08	10.5%	1.28	0.9%	66%	False	False	122,337,498
100	148.11	130.85	17.26	12.1%	1.34	0.9%	70%	False	False	128,205,187
120	148.11	127.14	20.97	14.7%	1.45	1.0%	75%	False	False	138,699,111

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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149.43
2.618	147.16
1.618	145.77
1.000	144.91
0.618	144.38
HIGH	143.52
0.618	142.99
0.500	142.83
0.382	142.66
LOW	142.13
0.618	141.27
1.000	140.74
1.618	139.88
2.618	138.49
4.250	136.22

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	142.92	142.75
PP	142.87	142.54
S1	142.83	142.33

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

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