SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	134.00	133.99	-0.01	0.0%	130.51
High	134.62	134.51	-0.11	-0.1%	134.62
Low	133.77	133.83	0.06	0.0%	130.06
Close	134.54	134.45	-0.09	-0.1%	134.54
Range	0.85	0.68	-0.17	-20.0%	4.56
ATR	1.55	1.49	-0.06	-3.9%	0.00
Volume	160,573,156	107,617,586	-52,955,570	-33.0%	743,399,024

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.30	136.06	134.82
R3	135.62	135.38	134.64
R2	134.94	134.94	134.57
R1	134.70	134.70	134.51	134.82
PP	134.26	134.26	134.26	134.33
S1	134.02	134.02	134.39	134.14
S2	133.58	133.58	134.33
S3	132.90	133.34	134.26
S4	132.22	132.66	134.08

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.75	145.21	137.05
R3	142.19	140.65	135.79
R2	137.63	137.63	135.38
R1	136.09	136.09	134.96	136.86
PP	133.07	133.07	133.07	133.46
S1	131.53	131.53	134.12	132.30
S2	128.51	128.51	133.70
S3	123.95	126.97	133.29
S4	119.39	122.41	132.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.62	130.68	3.94	2.9%	0.97	0.7%	96%	False	False	140,823,903
10	134.62	130.06	4.56	3.4%	1.22	0.9%	96%	False	False	147,211,371
20	134.62	127.41	7.21	5.4%	1.16	0.9%	98%	False	False	139,243,317
40	134.62	120.03	14.59	10.9%	1.41	1.1%	99%	False	False	155,785,296
60	134.62	116.20	18.42	13.7%	1.62	1.2%	99%	False	False	177,583,104
80	134.62	116.20	18.42	13.7%	1.80	1.3%	99%	False	False	198,356,745
100	134.62	107.43	27.19	20.2%	2.02	1.5%	99%	False	False	219,571,634
120	134.62	107.43	27.19	20.2%	2.20	1.6%	99%	False	False	231,987,801

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 194 trading days

Fibonacci Retracements and Extensions
4.250	137.40
2.618	136.29
1.618	135.61
1.000	135.19
0.618	134.93
HIGH	134.51
0.618	134.25
0.500	134.17
0.382	134.09
LOW	133.83
0.618	133.41
1.000	133.15
1.618	132.73
2.618	132.05
4.250	130.94

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	134.36	134.11
PP	134.26	133.76
S1	134.17	133.42

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

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