SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	119.41	118.07	-1.34	-1.1%	126.19
High	120.10	119.19	-0.91	-0.8%	127.45
Low	118.52	116.56	-1.96	-1.7%	121.23
Close	119.19	116.56	-2.63	-2.2%	121.98
Range	1.58	2.63	1.05	66.5%	6.22
ATR	2.62	2.62	0.00	0.0%	0.00
Volume	216,134,109	224,330,328	8,196,219	3.8%	1,124,774,297

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.33	123.57	118.01
R3	122.70	120.94	117.28
R2	120.07	120.07	117.04
R1	118.31	118.31	116.80	117.88
PP	117.44	117.44	117.44	117.22
S1	115.68	115.68	116.32	115.25
S2	114.81	114.81	116.08
S3	112.18	113.05	115.84
S4	109.55	110.42	115.11

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	124.16	116.56	7.60	6.5%	2.02	1.7%	0%	False	True	243,127,412
10	127.45	116.56	10.89	9.3%	2.02	1.7%	0%	False	True	221,579,379
20	129.42	116.56	12.86	11.0%	2.27	1.9%	0%	False	True	250,681,762
40	129.42	107.43	21.99	18.9%	2.42	2.1%	42%	False	False	261,758,384
60	129.42	107.43	21.99	18.9%	2.52	2.2%	42%	False	False	272,826,375
80	129.42	107.43	21.99	18.9%	2.90	2.5%	42%	False	False	302,610,042
100	135.70	107.43	28.27	24.3%	2.66	2.3%	32%	False	False	282,622,476
120	135.70	107.43	28.27	24.3%	2.48	2.1%	32%	False	False	269,245,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.54
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130.37
2.618	126.08
1.618	123.45
1.000	121.82
0.618	120.82
HIGH	119.19
0.618	118.19
0.500	117.88
0.382	117.56
LOW	116.56
0.618	114.93
1.000	113.93
1.618	112.30
2.618	109.67
4.250	105.38

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	117.88	118.46
PP	117.44	117.82
S1	117.00	117.19

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

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