SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	119.50	120.05	0.55	0.5%	120.19
High	120.18	121.00	0.82	0.7%	120.35
Low	118.82	119.61	0.79	0.7%	116.20
Close	119.71	120.05	0.34	0.3%	116.34
Range	1.36	1.39	0.03	2.2%	4.15
ATR	2.63	2.55	-0.09	-3.4%	0.00
Volume	210,219,969	198,997,156	-11,222,813	-5.3%	769,158,046

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.39	123.61	120.81
R3	123.00	122.22	120.43
R2	121.61	121.61	120.30
R1	120.83	120.83	120.18	120.75
PP	120.22	120.22	120.22	120.18
S1	119.44	119.44	119.92	119.36
S2	118.83	118.83	119.80
S3	117.44	118.05	119.67
S4	116.05	116.66	119.29

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.08	127.36	118.62
R3	125.93	123.21	117.48
R2	121.78	121.78	117.10
R1	119.06	119.06	116.72	118.35
PP	117.63	117.63	117.63	117.27
S1	114.91	114.91	115.96	114.20
S2	113.48	113.48	115.58
S3	109.33	110.76	115.20
S4	105.18	106.61	114.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.00	116.20	4.80	4.0%	1.69	1.4%	80%	True	False	189,847,709
10	126.75	116.20	10.55	8.8%	1.88	1.6%	36%	False	False	214,405,467
20	128.02	116.20	11.82	9.8%	2.01	1.7%	33%	False	False	233,948,974
40	129.42	107.43	21.99	18.3%	2.27	1.9%	57%	False	False	250,697,893
60	129.42	107.43	21.99	18.3%	2.45	2.0%	57%	False	False	267,778,906
80	129.42	107.43	21.99	18.3%	2.80	2.3%	57%	False	False	291,856,128
100	134.82	107.43	27.39	22.8%	2.67	2.2%	46%	False	False	282,654,052
120	135.70	107.43	28.27	23.5%	2.48	2.1%	45%	False	False	269,144,765

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	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.91
2.618	124.64
1.618	123.25
1.000	122.39
0.618	121.86
HIGH	121.00
0.618	120.47
0.500	120.31
0.382	120.14
LOW	119.61
0.618	118.75
1.000	118.22
1.618	117.36
2.618	115.97
4.250	113.70

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	120.31	119.57
PP	120.22	119.08
S1	120.14	118.60

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

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