SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	139.70	137.62	-2.08	-1.5%	141.35
High	140.41	139.44	-0.97	-0.7%	143.52
Low	137.93	137.55	-0.38	-0.3%	137.55
Close	138.04	138.16	0.12	0.1%	138.16
Range	2.48	1.89	-0.59	-23.8%	5.97
ATR	1.75	1.76	0.01	0.6%	0.00
Volume	181,517,203	201,055,188	19,537,985	10.8%	852,323,305

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.05	143.00	139.20
R3	142.16	141.11	138.68
R2	140.27	140.27	138.51
R1	139.22	139.22	138.33	139.75
PP	138.38	138.38	138.38	138.65
S1	137.33	137.33	137.99	137.86
S2	136.49	136.49	137.81
S3	134.60	135.44	137.64
S4	132.71	133.55	137.12

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	157.65	153.88	141.44
R3	151.68	147.91	139.80
R2	145.71	145.71	139.25
R1	141.94	141.94	138.71	140.84
PP	139.74	139.74	139.74	139.20
S1	135.97	135.97	137.61	134.87
S2	133.77	133.77	137.07
S3	127.80	130.00	136.52
S4	121.83	124.03	134.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.52	137.55	5.97	4.3%	1.92	1.4%	10%	False	True	170,464,661
10	143.72	137.55	6.17	4.5%	1.79	1.3%	10%	False	True	147,494,008
20	146.52	137.55	8.97	6.5%	1.57	1.1%	7%	False	True	141,981,459
40	148.11	137.55	10.56	7.6%	1.43	1.0%	6%	False	True	136,321,917
60	148.11	137.55	10.56	7.6%	1.29	0.9%	6%	False	True	124,366,715
80	148.11	133.03	15.08	10.9%	1.30	0.9%	34%	False	False	125,852,682
100	148.11	130.85	17.26	12.5%	1.36	1.0%	42%	False	False	129,362,580
120	148.11	127.14	20.97	15.2%	1.46	1.1%	53%	False	False	137,636,033

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	True
Bull Hook	False
Stretch	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147.47
2.618	144.39
1.618	142.50
1.000	141.33
0.618	140.61
HIGH	139.44
0.618	138.72
0.500	138.50
0.382	138.27
LOW	137.55
0.618	136.38
1.000	135.66
1.618	134.49
2.618	132.60
4.250	129.52

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	138.50	139.62
PP	138.38	139.13
S1	138.27	138.65

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

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