SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	122.23	122.06	-0.17	-0.1%	124.95
High	122.95	122.32	-0.63	-0.5%	125.57
Low	121.30	120.03	-1.27	-1.0%	121.30
Close	121.59	120.29	-1.30	-1.1%	121.59
Range	1.65	2.29	0.64	38.8%	4.27
ATR	2.36	2.36	-0.01	-0.2%	0.00
Volume	220,428,984	182,959,344	-37,469,640	-17.0%	1,117,525,437

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.75	126.31	121.55
R3	125.46	124.02	120.92
R2	123.17	123.17	120.71
R1	121.73	121.73	120.50	121.31
PP	120.88	120.88	120.88	120.67
S1	119.44	119.44	120.08	119.02
S2	118.59	118.59	119.87
S3	116.30	117.15	119.66
S4	114.01	114.86	119.03

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	120.03	5.54	4.6%	1.97	1.6%	5%	False	True	217,009,259
10	127.26	120.03	7.23	6.0%	1.98	1.6%	4%	False	True	216,556,481
20	127.26	116.20	11.06	9.2%	1.99	1.7%	37%	False	False	214,497,979
40	129.42	116.20	13.22	11.0%	2.14	1.8%	31%	False	False	234,854,089
60	129.42	107.43	21.99	18.3%	2.34	1.9%	58%	False	False	249,152,311
80	129.42	107.43	21.99	18.3%	2.46	2.0%	58%	False	False	259,142,430
100	130.96	107.43	23.53	19.6%	2.75	2.3%	55%	False	False	288,080,372
120	135.70	107.43	28.27	23.5%	2.54	2.1%	45%	False	False	270,620,327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.41
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132.05
2.618	128.32
1.618	126.03
1.000	124.61
0.618	123.74
HIGH	122.32
0.618	121.45
0.500	121.18
0.382	120.90
LOW	120.03
0.618	118.61
1.000	117.74
1.618	116.32
2.618	114.03
4.250	110.30

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	121.18	121.62
PP	120.88	121.17
S1	120.59	120.73

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

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