SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	126.21	125.84	-0.37	-0.3%	119.50
High	127.11	127.26	0.15	0.1%	126.50
Low	125.76	124.97	-0.79	-0.6%	118.82
Close	126.26	126.73	0.47	0.4%	124.86
Range	1.35	2.29	0.94	69.6%	7.68
ATR	2.46	2.45	-0.01	-0.5%	0.00
Volume	178,228,188	237,254,672	59,026,484	33.1%	1,130,354,563

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.19	132.25	127.99
R3	130.90	129.96	127.36
R2	128.61	128.61	127.15
R1	127.67	127.67	126.94	128.14
PP	126.32	126.32	126.32	126.56
S1	125.38	125.38	126.52	125.85
S2	124.03	124.03	126.31
S3	121.74	123.09	126.10
S4	119.45	120.80	125.47

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	127.26	124.43	2.83	2.2%	1.66	1.3%	81%	True	False	207,617,762
10	127.26	116.20	11.06	8.7%	2.04	1.6%	95%	True	False	209,460,690
20	127.45	116.20	11.25	8.9%	2.05	1.6%	94%	False	False	221,178,720
40	129.42	116.20	13.22	10.4%	2.19	1.7%	80%	False	False	240,928,194
60	129.42	107.43	21.99	17.4%	2.42	1.9%	88%	False	False	262,095,859
80	129.42	107.43	21.99	17.4%	2.59	2.0%	88%	False	False	270,089,053
100	134.82	107.43	27.39	21.6%	2.71	2.1%	70%	False	False	284,588,810
120	135.70	107.43	28.27	22.3%	2.51	2.0%	68%	False	False	268,621,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136.99
2.618	133.26
1.618	130.97
1.000	129.55
0.618	128.68
HIGH	127.26
0.618	126.39
0.500	126.12
0.382	125.84
LOW	124.97
0.618	123.55
1.000	122.68
1.618	121.26
2.618	118.97
4.250	115.24

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	126.53	126.53
PP	126.32	126.32
S1	126.12	126.12

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

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