SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	125.17	124.82	-0.35	-0.3%	125.39
High	126.75	126.34	-0.41	-0.3%	128.02
Low	124.72	123.90	-0.82	-0.7%	122.86
Close	126.08	124.08	-2.00	-1.6%	126.66
Range	2.03	2.44	0.41	20.2%	5.16
ATR	2.77	2.75	-0.02	-0.8%	0.00
Volume	184,376,734	235,266,766	50,890,032	27.6%	1,179,444,390

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.09	130.53	125.42
R3	129.65	128.09	124.75
R2	127.21	127.21	124.53
R1	125.65	125.65	124.30	125.21
PP	124.77	124.77	124.77	124.56
S1	123.21	123.21	123.86	122.77
S2	122.33	122.33	123.63
S3	119.89	120.77	123.41
S4	117.45	118.33	122.74

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	123.02	4.43	3.6%	2.02	1.6%	24%	False	False	200,031,346
10	128.02	122.86	5.16	4.2%	2.22	1.8%	24%	False	False	229,390,729
20	129.42	119.82	9.60	7.7%	2.27	1.8%	44%	False	False	254,950,666
40	129.42	107.43	21.99	17.7%	2.53	2.0%	76%	False	False	273,351,286
60	129.42	107.43	21.99	17.7%	2.64	2.1%	76%	False	False	274,227,741
80	132.63	107.43	25.20	20.3%	2.94	2.4%	66%	False	False	305,345,873
100	135.70	107.43	28.27	22.8%	2.63	2.1%	59%	False	False	280,410,511
120	135.70	107.43	28.27	22.8%	2.46	2.0%	59%	False	False	267,082,689

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	0.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.71
2.618	132.73
1.618	130.29
1.000	128.78
0.618	127.85
HIGH	126.34
0.618	125.41
0.500	125.12
0.382	124.83
LOW	123.90
0.618	122.39
1.000	121.46
1.618	119.95
2.618	117.51
4.250	113.53

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	125.12	125.68
PP	124.77	125.14
S1	124.43	124.61

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

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