SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	126.19	125.17	-1.02	-0.8%	125.39
High	127.45	126.75	-0.70	-0.5%	128.02
Low	124.92	124.72	-0.20	-0.2%	122.86
Close	125.46	126.08	0.62	0.5%	126.66
Range	2.53	2.03	-0.50	-19.8%	5.16
ATR	2.83	2.77	-0.06	-2.0%	0.00
Volume	159,094,797	184,376,734	25,281,937	15.9%	1,179,444,390

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.94	131.04	127.20
R3	129.91	129.01	126.64
R2	127.88	127.88	126.45
R1	126.98	126.98	126.27	127.43
PP	125.85	125.85	125.85	126.08
S1	124.95	124.95	125.89	125.40
S2	123.82	123.82	125.71
S3	121.79	122.92	125.52
S4	119.76	120.89	124.96

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	127.45	122.86	4.59	3.6%	2.12	1.7%	70%	False	False	220,478,799
10	128.02	122.79	5.23	4.1%	2.13	1.7%	63%	False	False	230,370,082
20	129.42	119.82	9.60	7.6%	2.26	1.8%	65%	False	False	254,514,784
40	129.42	107.43	21.99	17.4%	2.58	2.0%	85%	False	False	275,371,134
60	129.42	107.43	21.99	17.4%	2.66	2.1%	85%	False	False	275,819,925
80	133.96	107.43	26.53	21.0%	2.92	2.3%	70%	False	False	304,045,578
100	135.70	107.43	28.27	22.4%	2.63	2.1%	66%	False	False	279,725,993
120	135.70	107.43	28.27	22.4%	2.45	1.9%	66%	False	False	266,129,241

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

Fibonacci Retracements and Extensions
4.250	135.38
2.618	132.06
1.618	130.03
1.000	128.78
0.618	128.00
HIGH	126.75
0.618	125.97
0.500	125.74
0.382	125.50
LOW	124.72
0.618	123.47
1.000	122.69
1.618	121.44
2.618	119.41
4.250	116.09

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	125.97	126.09
PP	125.85	126.08
S1	125.74	126.08

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

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