SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	126.14	126.83	0.69	0.5%	119.50
High	126.50	127.18	0.68	0.5%	126.50
Low	124.78	125.44	0.66	0.5%	118.82
Close	124.86	126.22	1.36	1.1%	124.86
Range	1.72	1.74	0.02	1.2%	7.68
ATR	2.56	2.55	-0.02	-0.7%	0.00
Volume	221,069,688	224,882,172	3,812,484	1.7%	1,130,354,563

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.50	130.60	127.18
R3	129.76	128.86	126.70
R2	128.02	128.02	126.54
R1	127.12	127.12	126.38	126.70
PP	126.28	126.28	126.28	126.07
S1	125.38	125.38	126.06	124.96
S2	124.54	124.54	125.90
S3	122.80	123.64	125.74
S4	121.06	121.90	125.26

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	127.18	119.61	7.57	6.0%	2.26	1.8%	87%	True	False	229,003,353
10	127.18	116.20	10.98	8.7%	2.01	1.6%	91%	True	False	212,439,478
20	128.02	116.20	11.82	9.4%	2.09	1.7%	85%	False	False	221,430,673
40	129.42	116.20	13.22	10.5%	2.18	1.7%	76%	False	False	241,523,462
60	129.42	107.43	21.99	17.4%	2.44	1.9%	85%	False	False	264,802,697
80	129.42	107.43	21.99	17.4%	2.59	2.1%	85%	False	False	271,921,963
100	134.82	107.43	27.39	21.7%	2.70	2.1%	69%	False	False	283,801,986
120	135.70	107.43	28.27	22.4%	2.51	2.0%	66%	False	False	269,681,348

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	0.62
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.58
2.618	131.74
1.618	130.00
1.000	128.92
0.618	128.26
HIGH	127.18
0.618	126.52
0.500	126.31
0.382	126.10
LOW	125.44
0.618	124.36
1.000	123.70
1.618	122.62
2.618	120.88
4.250	118.05

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	126.31	126.08
PP	126.28	125.94
S1	126.25	125.81

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

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