SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	142.28	141.66	-0.62	-0.4%	141.85
High	143.52	141.68	-1.84	-1.3%	143.72
Low	142.13	139.06	-3.07	-2.2%	140.68
Close	142.96	139.72	-3.24	-2.3%	141.56
Range	1.39	2.62	1.23	88.5%	3.04
ATR	1.53	1.70	0.17	11.1%	0.00
Volume	107,068,102	264,304,406	157,236,304	146.9%	342,136,094

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.01	146.49	141.16
R3	145.39	143.87	140.44
R2	142.77	142.77	140.20
R1	141.25	141.25	139.96	140.70
PP	140.15	140.15	140.15	139.88
S1	138.63	138.63	139.48	138.08
S2	137.53	137.53	139.24
S3	134.91	136.01	139.00
S4	132.29	133.39	138.28

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	139.06	4.66	3.3%	1.81	1.3%	14%	False	True	141,689,701
10	143.72	139.06	4.66	3.3%	1.61	1.2%	14%	False	True	140,460,310
20	146.52	139.06	7.46	5.3%	1.49	1.1%	9%	False	True	136,508,850
40	148.11	139.06	9.05	6.5%	1.35	1.0%	7%	False	True	131,167,626
60	148.11	139.06	9.05	6.5%	1.24	0.9%	7%	False	True	121,017,445
80	148.11	133.03	15.08	10.8%	1.29	0.9%	44%	False	False	124,021,001
100	148.11	130.85	17.26	12.4%	1.34	1.0%	51%	False	False	128,542,719
120	148.11	127.14	20.97	15.0%	1.46	1.0%	60%	False	False	139,176,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	152.82
2.618	148.54
1.618	145.92
1.000	144.30
0.618	143.30
HIGH	141.68
0.618	140.68
0.500	140.37
0.382	140.06
LOW	139.06
0.618	137.44
1.000	136.44
1.618	134.82
2.618	132.20
4.250	127.93

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	140.37	141.29
PP	140.15	140.77
S1	139.94	140.24

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

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