SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	123.93	124.62	0.69	0.6%	124.95
High	124.36	125.40	1.04	0.8%	125.57
Low	122.75	124.23	1.48	1.2%	121.30
Close	124.17	125.27	1.10	0.9%	121.59
Range	1.61	1.17	-0.44	-27.3%	4.27
ATR	2.40	2.32	-0.08	-3.5%	0.00
Volume	194,150,172	119,166,523	-74,983,649	-38.6%	1,117,525,437

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.48	128.04	125.91
R3	127.31	126.87	125.59
R2	126.14	126.14	125.48
R1	125.70	125.70	125.38	125.92
PP	124.97	124.97	124.97	125.08
S1	124.53	124.53	125.16	124.75
S2	123.80	123.80	125.06
S3	122.63	123.36	124.95
S4	121.46	122.19	124.63

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.63	132.88	123.94
R3	131.36	128.61	122.76
R2	127.09	127.09	122.37
R1	124.34	124.34	121.98	123.58
PP	122.82	122.82	122.82	122.44
S1	120.07	120.07	121.20	119.31
S2	118.55	118.55	120.81
S3	114.28	115.80	120.42
S4	110.01	111.53	119.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.40	120.03	5.37	4.3%	2.10	1.7%	98%	True	False	188,382,398
10	126.37	120.03	6.34	5.1%	2.02	1.6%	83%	False	False	204,801,588
20	127.26	116.20	11.06	8.8%	2.02	1.6%	82%	False	False	207,944,109
40	129.42	116.20	13.22	10.6%	2.14	1.7%	69%	False	False	229,312,936
60	129.42	107.43	21.99	17.6%	2.29	1.8%	81%	False	False	243,820,293
80	129.42	107.43	21.99	17.6%	2.40	1.9%	81%	False	False	256,605,809
100	129.42	107.43	21.99	17.6%	2.73	2.2%	81%	False	False	283,676,855
120	135.70	107.43	28.27	22.6%	2.56	2.0%	63%	False	False	270,176,082

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.51
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	130.37
2.618	128.46
1.618	127.29
1.000	126.57
0.618	126.12
HIGH	125.40
0.618	124.95
0.500	124.82
0.382	124.68
LOW	124.23
0.618	123.51
1.000	123.06
1.618	122.34
2.618	121.17
4.250	119.26

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	125.12	124.48
PP	124.97	123.68
S1	124.82	122.89

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

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