SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	124.85	126.14	1.29	1.0%	119.50
High	125.64	126.50	0.86	0.7%	126.50
Low	124.43	124.78	0.35	0.3%	118.82
Close	124.97	124.86	-0.11	-0.1%	124.86
Range	1.21	1.72	0.51	42.1%	7.68
ATR	2.63	2.56	-0.06	-2.5%	0.00
Volume	176,654,094	221,069,688	44,415,594	25.1%	1,130,354,563

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.54	129.42	125.81
R3	128.82	127.70	125.33
R2	127.10	127.10	125.18
R1	125.98	125.98	125.02	125.68
PP	125.38	125.38	125.38	125.23
S1	124.26	124.26	124.70	123.96
S2	123.66	123.66	124.54
S3	121.94	122.54	124.39
S4	120.22	120.82	123.91

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.43	143.33	129.08
R3	138.75	135.65	126.97
R2	131.07	131.07	126.27
R1	127.97	127.97	125.56	129.52
PP	123.39	123.39	123.39	124.17
S1	120.29	120.29	124.16	121.84
S2	115.71	115.71	123.45
S3	108.03	112.61	122.75
S4	100.35	104.93	120.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.50	118.82	7.68	6.2%	2.18	1.7%	79%	True	False	226,070,912
10	126.50	116.20	10.30	8.2%	1.96	1.6%	84%	True	False	211,483,973
20	128.02	116.20	11.82	9.5%	2.09	1.7%	73%	False	False	222,647,074
40	129.42	115.06	14.36	11.5%	2.19	1.8%	68%	False	False	243,716,394
60	129.42	107.43	21.99	17.6%	2.47	2.0%	79%	False	False	267,389,626
80	129.42	107.43	21.99	17.6%	2.65	2.1%	79%	False	False	274,960,934
100	134.82	107.43	27.39	21.9%	2.70	2.2%	64%	False	False	283,809,933
120	135.70	107.43	28.27	22.6%	2.52	2.0%	62%	False	False	270,312,783

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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.81
2.618	131.00
1.618	129.28
1.000	128.22
0.618	127.56
HIGH	126.50
0.618	125.84
0.500	125.64
0.382	125.44
LOW	124.78
0.618	123.72
1.000	123.06
1.618	122.00
2.618	120.28
4.250	117.47

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	125.64	124.32
PP	125.38	123.79
S1	125.12	123.25

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

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