SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	118.07	116.38	-1.69	-1.4%	120.19
High	119.19	117.70	-1.49	-1.3%	120.35
Low	116.56	116.20	-0.36	-0.3%	116.20
Close	116.56	116.34	-0.22	-0.2%	116.34
Range	2.63	1.50	-1.13	-43.0%	4.15
ATR	2.62	2.54	-0.08	-3.1%	0.00
Volume	224,330,328	99,556,984	-124,773,344	-55.6%	769,158,046

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.25	120.29	117.17
R3	119.75	118.79	116.75
R2	118.25	118.25	116.62
R1	117.29	117.29	116.48	117.02
PP	116.75	116.75	116.75	116.61
S1	115.79	115.79	116.20	115.52
S2	115.25	115.25	116.07
S3	113.75	114.29	115.93
S4	112.25	112.79	115.52

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.08	127.36	118.62
R3	125.93	123.21	117.48
R2	121.78	121.78	117.10
R1	119.06	119.06	116.72	118.35
PP	117.63	117.63	117.63	117.27
S1	114.91	114.91	115.96	114.20
S2	113.48	113.48	115.58
S3	109.33	110.76	115.20
S4	105.18	106.61	114.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.75	116.20	6.55	5.6%	1.74	1.5%	2%	False	True	196,897,034
10	127.45	116.20	11.25	9.7%	1.98	1.7%	1%	False	True	208,382,499
20	128.85	116.20	12.65	10.9%	2.09	1.8%	1%	False	True	236,166,496
40	129.42	107.43	21.99	18.9%	2.36	2.0%	41%	False	False	256,797,449
60	129.42	107.43	21.99	18.9%	2.51	2.2%	41%	False	False	269,456,815
80	129.42	107.43	21.99	18.9%	2.89	2.5%	41%	False	False	299,220,617
100	135.70	107.43	28.27	24.3%	2.67	2.3%	32%	False	False	282,185,779
120	135.70	107.43	28.27	24.3%	2.48	2.1%	32%	False	False	268,728,455

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

Fibonacci Retracements and Extensions
4.250	124.08
2.618	121.63
1.618	120.13
1.000	119.20
0.618	118.63
HIGH	117.70
0.618	117.13
0.500	116.95
0.382	116.77
LOW	116.20
0.618	115.27
1.000	114.70
1.618	113.77
2.618	112.27
4.250	109.83

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	116.95	118.15
PP	116.75	117.55
S1	116.54	116.94

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

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