SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	123.03	122.23	-0.80	-0.7%	124.95
High	123.20	122.95	-0.25	-0.2%	125.57
Low	121.99	121.30	-0.69	-0.6%	121.30
Close	122.19	121.59	-0.60	-0.5%	121.59
Range	1.21	1.65	0.44	36.4%	4.27
ATR	2.42	2.36	-0.05	-2.3%	0.00
Volume	198,886,734	220,428,984	21,542,250	10.8%	1,117,525,437

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.90	125.89	122.50
R3	125.25	124.24	122.04
R2	123.60	123.60	121.89
R1	122.59	122.59	121.74	122.27
PP	121.95	121.95	121.95	121.79
S1	120.94	120.94	121.44	120.62
S2	120.30	120.30	121.29
S3	118.65	119.29	121.14
S4	117.00	117.64	120.68

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.63	132.88	123.94
R3	131.36	128.61	122.76
R2	127.09	127.09	122.37
R1	124.34	124.34	121.98	123.58
PP	122.82	122.82	122.82	122.44
S1	120.07	120.07	121.20	119.31
S2	118.55	118.55	120.81
S3	114.28	115.80	120.42
S4	110.01	111.53	119.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.57	121.30	4.27	3.5%	1.87	1.5%	7%	False	True	223,505,087
10	127.26	121.30	5.96	4.9%	1.92	1.6%	5%	False	True	220,748,764
20	127.26	116.20	11.06	9.1%	1.94	1.6%	49%	False	False	216,116,368
40	129.42	116.20	13.22	10.9%	2.12	1.7%	41%	False	False	237,252,703
60	129.42	107.43	21.99	18.1%	2.34	1.9%	64%	False	False	251,222,968
80	129.42	107.43	21.99	18.1%	2.47	2.0%	64%	False	False	260,754,109
100	131.77	107.43	24.34	20.0%	2.75	2.3%	58%	False	False	288,319,327
120	135.70	107.43	28.27	23.3%	2.53	2.1%	50%	False	False	271,130,476

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129.96
2.618	127.27
1.618	125.62
1.000	124.60
0.618	123.97
HIGH	122.95
0.618	122.32
0.500	122.13
0.382	121.93
LOW	121.30
0.618	120.28
1.000	119.65
1.618	118.63
2.618	116.98
4.250	114.29

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	122.13	122.25
PP	121.95	122.03
S1	121.77	121.81

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

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