SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	125.84	125.90	0.06	0.0%	119.50
High	127.26	126.18	-1.08	-0.8%	126.50
Low	124.97	123.65	-1.32	-1.1%	118.82
Close	126.73	123.95	-2.78	-2.2%	124.86
Range	2.29	2.53	0.24	10.5%	7.68
ATR	2.45	2.49	0.05	1.8%	0.00
Volume	237,254,672	240,589,734	3,335,062	1.4%	1,130,354,563

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.18	130.60	125.34
R3	129.65	128.07	124.65
R2	127.12	127.12	124.41
R1	125.54	125.54	124.18	125.07
PP	124.59	124.59	124.59	124.36
S1	123.01	123.01	123.72	122.54
S2	122.06	122.06	123.49
S3	119.53	120.48	123.25
S4	117.00	117.95	122.56

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	123.65	3.61	2.9%	1.93	1.6%	8%	False	True	220,404,890
10	127.26	116.20	11.06	8.9%	2.03	1.6%	70%	False	False	211,086,631
20	127.45	116.20	11.25	9.1%	2.03	1.6%	69%	False	False	216,333,005
40	129.42	116.20	13.22	10.7%	2.20	1.8%	59%	False	False	239,908,339
60	129.42	107.43	21.99	17.7%	2.40	1.9%	75%	False	False	260,784,803
80	129.42	107.43	21.99	17.7%	2.60	2.1%	75%	False	False	269,421,711
100	134.82	107.43	27.39	22.1%	2.72	2.2%	60%	False	False	285,330,036
120	135.70	107.43	28.27	22.8%	2.52	2.0%	58%	False	False	269,298,101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136.93
2.618	132.80
1.618	130.27
1.000	128.71
0.618	127.74
HIGH	126.18
0.618	125.21
0.500	124.92
0.382	124.62
LOW	123.65
0.618	122.09
1.000	121.12
1.618	119.56
2.618	117.03
4.250	112.90

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	124.92	125.46
PP	124.59	124.95
S1	124.27	124.45

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

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