SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	130.51	132.02	1.51	1.2%	131.51
High	131.44	132.18	0.74	0.6%	133.40
Low	130.06	130.68	0.62	0.5%	130.60
Close	131.37	131.32	-0.05	0.0%	131.82
Range	1.38	1.50	0.12	8.7%	2.80
ATR	1.56	1.56	0.00	-0.3%	0.00
Volume	146,897,094	157,128,359	10,231,265	7.0%	750,311,718

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	135.89	135.11	132.15
R3	134.39	133.61	131.73
R2	132.89	132.89	131.60
R1	132.11	132.11	131.46	131.75
PP	131.39	131.39	131.39	131.22
S1	130.61	130.61	131.18	130.25
S2	129.89	129.89	131.05
S3	128.39	129.11	130.91
S4	126.89	127.61	130.50

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.34	138.88	133.36
R3	137.54	136.08	132.59
R2	134.74	134.74	132.33
R1	133.28	133.28	132.08	134.01
PP	131.94	131.94	131.94	132.31
S1	130.48	130.48	131.56	131.21
S2	129.14	129.14	131.31
S3	126.34	127.68	131.05
S4	123.54	124.88	130.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.40	130.06	3.34	2.5%	1.59	1.2%	38%	False	False	164,451,021
10	133.40	129.08	4.32	3.3%	1.37	1.0%	52%	False	False	148,172,682
20	133.40	126.43	6.97	5.3%	1.23	0.9%	70%	False	False	143,998,528
40	133.40	120.03	13.37	10.2%	1.51	1.1%	84%	False	False	163,646,385
60	133.40	116.20	17.20	13.1%	1.72	1.3%	88%	False	False	184,404,027
80	133.40	113.51	19.89	15.1%	1.87	1.4%	90%	False	False	204,138,995
100	133.40	107.43	25.97	19.8%	2.09	1.6%	92%	False	False	226,180,865
120	133.40	107.43	25.97	19.8%	2.29	1.7%	92%	False	False	241,518,021

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	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.56
2.618	136.11
1.618	134.61
1.000	133.68
0.618	133.11
HIGH	132.18
0.618	131.61
0.500	131.43
0.382	131.25
LOW	130.68
0.618	129.75
1.000	129.18
1.618	128.25
2.618	126.75
4.250	124.31

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	131.43	131.25
PP	131.39	131.19
S1	131.36	131.12

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

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