SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	126.83	126.21	-0.62	-0.5%	119.50
High	127.18	127.11	-0.07	-0.1%	126.50
Low	125.44	125.76	0.32	0.3%	118.82
Close	126.22	126.26	0.04	0.0%	124.86
Range	1.74	1.35	-0.39	-22.4%	7.68
ATR	2.55	2.46	-0.09	-3.4%	0.00
Volume	224,882,172	178,228,188	-46,653,984	-20.7%	1,130,354,563

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.43	129.69	127.00
R3	129.08	128.34	126.63
R2	127.73	127.73	126.51
R1	126.99	126.99	126.38	127.36
PP	126.38	126.38	126.38	126.56
S1	125.64	125.64	126.14	126.01
S2	125.03	125.03	126.01
S3	123.68	124.29	125.89
S4	122.33	122.94	125.52

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	120.00	7.18	5.7%	2.25	1.8%	87%	False	False	224,849,559
10	127.18	116.20	10.98	8.7%	1.97	1.6%	92%	False	False	207,348,634
20	128.02	116.20	11.82	9.4%	2.05	1.6%	85%	False	False	220,532,741
40	129.42	116.20	13.22	10.5%	2.16	1.7%	76%	False	False	240,220,940
60	129.42	107.43	21.99	17.4%	2.42	1.9%	86%	False	False	262,680,820
80	129.42	107.43	21.99	17.4%	2.59	2.0%	86%	False	False	270,228,550
100	134.82	107.43	27.39	21.7%	2.70	2.1%	69%	False	False	283,383,681
120	135.70	107.43	28.27	22.4%	2.51	2.0%	67%	False	False	268,601,165

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132.85
2.618	130.64
1.618	129.29
1.000	128.46
0.618	127.94
HIGH	127.11
0.618	126.59
0.500	126.44
0.382	126.28
LOW	125.76
0.618	124.93
1.000	124.41
1.618	123.58
2.618	122.23
4.250	120.02

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	126.44	126.17
PP	126.38	126.07
S1	126.32	125.98

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

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