SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	116.38	119.50	3.12	2.7%	120.19
High	117.70	120.18	2.48	2.1%	120.35
Low	116.20	118.82	2.62	2.3%	116.20
Close	116.34	119.71	3.37	2.9%	116.34
Range	1.50	1.36	-0.14	-9.3%	4.15
ATR	2.54	2.63	0.09	3.6%	0.00
Volume	99,556,984	210,219,969	110,662,985	111.2%	769,158,046

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.65	123.04	120.46
R3	122.29	121.68	120.08
R2	120.93	120.93	119.96
R1	120.32	120.32	119.83	120.63
PP	119.57	119.57	119.57	119.72
S1	118.96	118.96	119.59	119.27
S2	118.21	118.21	119.46
S3	116.85	117.60	119.34
S4	115.49	116.24	118.96

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	120.35	116.20	4.15	3.5%	1.75	1.5%	85%	False	False	195,875,603
10	127.45	116.20	11.25	9.4%	2.00	1.7%	31%	False	False	210,415,231
20	128.62	116.20	12.42	10.4%	2.10	1.8%	28%	False	False	235,392,858
40	129.42	107.43	21.99	18.4%	2.34	2.0%	56%	False	False	254,841,928
60	129.42	107.43	21.99	18.4%	2.49	2.1%	56%	False	False	268,719,105
80	129.42	107.43	21.99	18.4%	2.85	2.4%	56%	False	False	295,343,223
100	135.36	107.43	27.93	23.3%	2.67	2.2%	44%	False	False	282,605,476
120	135.70	107.43	28.27	23.6%	2.48	2.1%	43%	False	False	268,826,995

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.60
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.96
2.618	123.74
1.618	122.38
1.000	121.54
0.618	121.02
HIGH	120.18
0.618	119.66
0.500	119.50
0.382	119.34
LOW	118.82
0.618	117.98
1.000	117.46
1.618	116.62
2.618	115.26
4.250	113.04

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	119.64	119.20
PP	119.57	118.70
S1	119.50	118.19

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

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