SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	125.83	126.19	0.36	0.3%	125.39
High	126.99	127.45	0.46	0.4%	128.02
Low	125.79	124.92	-0.87	-0.7%	122.86
Close	126.66	125.46	-1.20	-0.9%	126.66
Range	1.20	2.53	1.33	110.8%	5.16
ATR	2.85	2.83	-0.02	-0.8%	0.00
Volume	189,892,656	159,094,797	-30,797,859	-16.2%	1,179,444,390

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.53	132.03	126.85
R3	131.00	129.50	126.16
R2	128.47	128.47	125.92
R1	126.97	126.97	125.69	126.46
PP	125.94	125.94	125.94	125.69
S1	124.44	124.44	125.23	123.93
S2	123.41	123.41	125.00
S3	120.88	121.91	124.76
S4	118.35	119.38	124.07

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.33	139.15	129.50
R3	136.17	133.99	128.08
R2	131.01	131.01	127.61
R1	128.83	128.83	127.13	129.92
PP	125.85	125.85	125.85	126.39
S1	123.67	123.67	126.19	124.76
S2	120.69	120.69	125.71
S3	115.53	118.51	125.24
S4	110.37	113.35	123.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.02	122.86	5.16	4.1%	2.18	1.7%	50%	False	False	228,470,471
10	128.02	121.52	6.50	5.2%	2.13	1.7%	61%	False	False	253,492,481
20	129.42	119.20	10.22	8.1%	2.38	1.9%	61%	False	False	261,229,774
40	129.42	107.43	21.99	17.5%	2.58	2.1%	82%	False	False	276,232,669
60	129.42	107.43	21.99	17.5%	2.68	2.1%	82%	False	False	277,327,017
80	134.49	107.43	27.06	21.6%	2.91	2.3%	67%	False	False	303,446,794
100	135.70	107.43	28.27	22.5%	2.62	2.1%	64%	False	False	278,747,535
120	135.70	107.43	28.27	22.5%	2.44	1.9%	64%	False	False	265,949,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.20
2.618	134.07
1.618	131.54
1.000	129.98
0.618	129.01
HIGH	127.45
0.618	126.48
0.500	126.19
0.382	125.89
LOW	124.92
0.618	123.36
1.000	122.39
1.618	120.83
2.618	118.30
4.250	114.17

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	126.19	125.39
PP	125.94	125.31
S1	125.70	125.24

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

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