SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	127.20	127.01	-0.19	-0.1%	126.17
High	127.81	128.23	0.42	0.3%	126.82
Low	126.71	126.43	-0.28	-0.2%	124.73
Close	127.70	128.04	0.34	0.3%	125.50
Range	1.10	1.80	0.70	63.6%	2.09
ATR	1.97	1.96	-0.01	-0.6%	0.00
Volume	126,926,102	173,658,250	46,732,148	36.8%	423,691,742

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132.97	132.30	129.03
R3	131.17	130.50	128.54
R2	129.37	129.37	128.37
R1	128.70	128.70	128.21	129.04
PP	127.57	127.57	127.57	127.73
S1	126.90	126.90	127.88	127.24
S2	125.77	125.77	127.71
S3	123.97	125.10	127.55
S4	122.17	123.30	127.05

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.95	130.82	126.65
R3	129.86	128.73	126.07
R2	127.77	127.77	125.88
R1	126.64	126.64	125.69	126.16
PP	125.68	125.68	125.68	125.45
S1	124.55	124.55	125.31	124.07
S2	123.59	123.59	125.12
S3	121.50	122.46	124.93
S4	119.41	120.37	124.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.38	124.86	3.52	2.7%	1.21	0.9%	90%	False	False	142,599,040
10	128.38	122.75	5.63	4.4%	1.24	1.0%	94%	False	False	132,329,717
20	128.38	120.03	8.35	6.5%	1.73	1.4%	96%	False	False	176,792,038
40	128.38	116.20	12.18	9.5%	1.89	1.5%	97%	False	False	198,662,390
60	129.42	116.20	13.22	10.3%	2.02	1.6%	90%	False	False	219,077,973
80	129.42	107.43	21.99	17.2%	2.25	1.8%	94%	False	False	241,208,624
100	129.42	107.43	21.99	17.2%	2.42	1.9%	94%	False	False	251,541,248
120	134.82	107.43	27.39	21.4%	2.54	2.0%	75%	False	False	265,618,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135.88
2.618	132.94
1.618	131.14
1.000	130.03
0.618	129.34
HIGH	128.23
0.618	127.54
0.500	127.33
0.382	127.12
LOW	126.43
0.618	125.32
1.000	124.63
1.618	123.52
2.618	121.72
4.250	118.78

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	127.80	127.83
PP	127.57	127.62
S1	127.33	127.41

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

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