SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	124.95	124.85	-0.10	-0.1%	126.83
High	124.97	125.57	0.60	0.5%	127.26
Low	123.16	122.45	-0.71	-0.6%	123.65
Close	124.21	123.05	-1.16	-0.9%	126.05
Range	1.81	3.12	1.31	72.4%	3.61
ATR	2.52	2.56	0.04	1.7%	0.00
Volume	215,438,484	244,660,313	29,221,829	13.6%	1,089,962,204

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.05	131.17	124.77
R3	129.93	128.05	123.91
R2	126.81	126.81	123.62
R1	124.93	124.93	123.34	124.31
PP	123.69	123.69	123.69	123.38
S1	121.81	121.81	122.76	121.19
S2	120.57	120.57	122.48
S3	117.45	118.69	122.19
S4	114.33	115.57	121.33

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	122.45	4.81	3.9%	2.34	1.9%	12%	False	True	229,390,128
10	127.26	120.00	7.26	5.9%	2.30	1.9%	42%	False	False	227,119,843
20	127.26	116.20	11.06	9.0%	2.09	1.7%	62%	False	False	220,762,655
40	129.42	116.20	13.22	10.7%	2.23	1.8%	52%	False	False	240,996,214
60	129.42	107.43	21.99	17.9%	2.41	2.0%	71%	False	False	257,742,664
80	129.42	107.43	21.99	17.9%	2.53	2.1%	71%	False	False	263,185,927
100	134.49	107.43	27.06	22.0%	2.75	2.2%	58%	False	False	286,909,966
120	135.70	107.43	28.27	23.0%	2.53	2.1%	55%	False	False	269,083,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	138.83
2.618	133.74
1.618	130.62
1.000	128.69
0.618	127.50
HIGH	125.57
0.618	124.38
0.500	124.01
0.382	123.64
LOW	122.45
0.618	120.52
1.000	119.33
1.618	117.40
2.618	114.28
4.250	109.19

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	124.01	124.41
PP	123.69	123.96
S1	123.37	123.50

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

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