SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	120.05	123.45	3.40	2.8%	120.19
High	121.00	125.22	4.22	3.5%	120.35
Low	119.61	120.00	0.39	0.3%	116.20
Close	120.05	124.99	4.94	4.1%	116.34
Range	1.39	5.22	3.83	275.5%	4.15
ATR	2.55	2.74	0.19	7.5%	0.00
Volume	198,997,156	323,413,656	124,416,500	62.5%	769,158,046

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.06	137.25	127.86
R3	133.84	132.03	126.43
R2	128.62	128.62	125.95
R1	126.81	126.81	125.47	127.72
PP	123.40	123.40	123.40	123.86
S1	121.59	121.59	124.51	122.50
S2	118.18	118.18	124.03
S3	112.96	116.37	123.55
S4	107.74	111.15	122.12

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	125.22	116.20	9.02	7.2%	2.42	1.9%	97%	True	False	211,303,618
10	126.34	116.20	10.14	8.1%	2.20	1.8%	87%	False	False	228,309,159
20	128.02	116.20	11.82	9.5%	2.17	1.7%	74%	False	False	229,339,621
40	129.42	111.58	17.84	14.3%	2.27	1.8%	75%	False	False	247,313,996
60	129.42	107.43	21.99	17.6%	2.50	2.0%	80%	False	False	268,418,512
80	129.42	107.43	21.99	17.6%	2.76	2.2%	80%	False	False	287,120,498
100	134.82	107.43	27.39	21.9%	2.70	2.2%	64%	False	False	283,931,544
120	135.70	107.43	28.27	22.6%	2.51	2.0%	62%	False	False	269,851,616

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	0.65
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	147.41
2.618	138.89
1.618	133.67
1.000	130.44
0.618	128.45
HIGH	125.22
0.618	123.23
0.500	122.61
0.382	121.99
LOW	120.00
0.618	116.77
1.000	114.78
1.618	111.55
2.618	106.33
4.250	97.82

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	124.20	124.00
PP	123.40	123.01
S1	122.61	122.02

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

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