SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	141.66	139.70	-1.96	-1.4%	141.85
High	141.68	140.41	-1.27	-0.9%	143.72
Low	139.06	137.93	-1.13	-0.8%	140.68
Close	139.72	138.04	-1.68	-1.2%	141.56
Range	2.62	2.48	-0.14	-5.3%	3.04
ATR	1.70	1.75	0.06	3.3%	0.00
Volume	264,304,406	181,517,203	-82,787,203	-31.3%	342,136,094

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.23	144.62	139.40
R3	143.75	142.14	138.72
R2	141.27	141.27	138.49
R1	139.66	139.66	138.27	139.23
PP	138.79	138.79	138.79	138.58
S1	137.18	137.18	137.81	136.75
S2	136.31	136.31	137.59
S3	133.83	134.70	137.36
S4	131.35	132.22	136.68

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	137.93	5.79	4.2%	2.01	1.5%	2%	False	True	157,794,042
10	143.72	137.93	5.79	4.2%	1.73	1.3%	2%	False	True	139,406,410
20	146.52	137.93	8.59	6.2%	1.54	1.1%	1%	False	True	138,141,070
40	148.11	137.93	10.18	7.4%	1.39	1.0%	1%	False	True	133,486,559
60	148.11	137.93	10.18	7.4%	1.27	0.9%	1%	False	True	122,719,678
80	148.11	133.03	15.08	10.9%	1.31	0.9%	33%	False	False	125,072,071
100	148.11	130.85	17.26	12.5%	1.36	1.0%	42%	False	False	128,664,573
120	148.11	127.14	20.97	15.2%	1.46	1.1%	52%	False	False	138,623,679

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.95
2.618	146.90
1.618	144.42
1.000	142.89
0.618	141.94
HIGH	140.41
0.618	139.46
0.500	139.17
0.382	138.88
LOW	137.93
0.618	136.40
1.000	135.45
1.618	133.92
2.618	131.44
4.250	127.39

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	139.17	140.73
PP	138.79	139.83
S1	138.42	138.94

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

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