SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	122.06	122.18	0.12	0.1%	124.95
High	122.32	124.14	1.82	1.5%	125.57
Low	120.03	120.37	0.34	0.3%	121.30
Close	120.29	123.93	3.64	3.0%	121.59
Range	2.29	3.77	1.48	64.6%	4.27
ATR	2.36	2.46	0.11	4.5%	0.00
Volume	182,959,344	225,206,969	42,247,625	23.1%	1,117,525,437

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.12	132.80	126.00
R3	130.35	129.03	124.97
R2	126.58	126.58	124.62
R1	125.26	125.26	124.28	125.92
PP	122.81	122.81	122.81	123.15
S1	121.49	121.49	123.58	122.15
S2	119.04	119.04	123.24
S3	115.27	117.72	122.89
S4	111.50	113.95	121.86

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	124.14	120.03	4.11	3.3%	2.10	1.7%	95%	True	False	213,118,590
10	127.26	120.03	7.23	5.8%	2.22	1.8%	54%	False	False	221,254,359
20	127.26	116.20	11.06	8.9%	2.10	1.7%	70%	False	False	214,301,496
40	129.42	116.20	13.22	10.7%	2.19	1.8%	58%	False	False	235,413,304
60	129.42	107.43	21.99	17.7%	2.35	1.9%	75%	False	False	248,565,158
80	129.42	107.43	21.99	17.7%	2.44	2.0%	75%	False	False	258,026,780
100	130.96	107.43	23.53	19.0%	2.76	2.2%	70%	False	False	287,262,593
120	135.70	107.43	28.27	22.8%	2.56	2.1%	58%	False	False	270,635,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	140.16
2.618	134.01
1.618	130.24
1.000	127.91
0.618	126.47
HIGH	124.14
0.618	122.70
0.500	122.26
0.382	121.81
LOW	120.37
0.618	118.04
1.000	116.60
1.618	114.27
2.618	110.50
4.250	104.35

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	123.37	123.32
PP	122.81	122.70
S1	122.26	122.09

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

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