SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	123.85	122.50	-1.35	-1.1%	126.19
High	124.16	122.75	-1.41	-1.1%	127.45
Low	121.23	121.47	0.24	0.2%	121.23
Close	122.11	121.98	-0.13	-0.1%	121.98
Range	2.93	1.28	-1.65	-56.3%	6.22
ATR	2.76	2.65	-0.11	-3.8%	0.00
Volume	330,708,875	215,327,125	-115,381,750	-34.9%	1,124,774,297

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.91	125.22	122.68
R3	124.63	123.94	122.33
R2	123.35	123.35	122.21
R1	122.66	122.66	122.10	122.37
PP	122.07	122.07	122.07	121.92
S1	121.38	121.38	121.86	121.09
S2	120.79	120.79	121.75
S3	119.51	120.10	121.63
S4	118.23	118.82	121.28

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.21	138.32	125.40
R3	135.99	132.10	123.69
R2	129.77	129.77	123.12
R1	125.88	125.88	122.55	124.72
PP	123.55	123.55	123.55	122.97
S1	119.66	119.66	121.41	118.50
S2	117.33	117.33	120.84
S3	111.11	113.44	120.27
S4	104.89	107.22	118.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.45	121.23	6.22	5.1%	2.24	1.8%	12%	False	False	224,954,859
10	128.02	121.23	6.79	5.6%	2.18	1.8%	11%	False	False	230,421,868
20	129.42	121.23	8.19	6.7%	2.29	1.9%	9%	False	False	255,210,198
40	129.42	107.43	21.99	18.0%	2.51	2.1%	66%	False	False	266,479,477
60	129.42	107.43	21.99	18.0%	2.61	2.1%	66%	False	False	274,023,913
80	130.96	107.43	23.53	19.3%	2.94	2.4%	62%	False	False	306,475,970
100	135.70	107.43	28.27	23.2%	2.65	2.2%	51%	False	False	281,844,797
120	135.70	107.43	28.27	23.2%	2.46	2.0%	51%	False	False	268,789,588

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128.19
2.618	126.10
1.618	124.82
1.000	124.03
0.618	123.54
HIGH	122.75
0.618	122.26
0.500	122.11
0.382	121.96
LOW	121.47
0.618	120.68
1.000	120.19
1.618	119.40
2.618	118.12
4.250	116.03

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	122.11	123.79
PP	122.07	123.18
S1	122.02	122.58

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

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