SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	125.90	124.51	-1.39	-1.1%	126.83
High	126.18	126.37	0.19	0.2%	127.26
Low	123.65	124.40	0.75	0.6%	123.65
Close	123.95	126.05	2.10	1.7%	126.05
Range	2.53	1.97	-0.56	-22.1%	3.61
ATR	2.49	2.49	-0.01	-0.2%	0.00
Volume	240,589,734	209,007,438	-31,582,296	-13.1%	1,089,962,204

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.52	130.75	127.13
R3	129.55	128.78	126.59
R2	127.58	127.58	126.41
R1	126.81	126.81	126.23	127.20
PP	125.61	125.61	125.61	125.80
S1	124.84	124.84	125.87	125.23
S2	123.64	123.64	125.69
S3	121.67	122.87	125.51
S4	119.70	120.90	124.97

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.48	134.88	128.04
R3	132.87	131.27	127.04
R2	129.26	129.26	126.71
R1	127.66	127.66	126.38	126.66
PP	125.65	125.65	125.65	125.15
S1	124.05	124.05	125.72	123.05
S2	122.04	122.04	125.39
S3	118.43	120.44	125.06
S4	114.82	116.83	124.06

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%	1.98	1.6%	66%	False	False	217,992,440
10	127.26	118.82	8.44	6.7%	2.08	1.6%	86%	False	False	222,031,676
20	127.45	116.20	11.25	8.9%	2.03	1.6%	88%	False	False	215,207,088
40	129.42	116.20	13.22	10.5%	2.21	1.8%	75%	False	False	239,828,428
60	129.42	107.43	21.99	17.4%	2.40	1.9%	85%	False	False	258,825,274
80	129.42	107.43	21.99	17.4%	2.59	2.1%	85%	False	False	269,191,343
100	134.82	107.43	27.39	21.7%	2.73	2.2%	68%	False	False	286,056,547
120	135.70	107.43	28.27	22.4%	2.52	2.0%	66%	False	False	269,433,523

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.57
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.74
2.618	131.53
1.618	129.56
1.000	128.34
0.618	127.59
HIGH	126.37
0.618	125.62
0.500	125.39
0.382	125.15
LOW	124.40
0.618	123.18
1.000	122.43
1.618	121.21
2.618	119.24
4.250	116.03

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	125.83	125.85
PP	125.61	125.65
S1	125.39	125.46

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

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