SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	124.62	125.67	1.05	0.8%	122.06
High	125.40	126.43	1.03	0.8%	126.43
Low	124.23	125.41	1.18	0.9%	120.03
Close	125.27	126.39	1.12	0.9%	126.39
Range	1.17	1.02	-0.15	-12.8%	6.40
ATR	2.32	2.24	-0.08	-3.6%	0.00
Volume	119,166,523	92,152,781	-27,013,742	-22.7%	813,635,789

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.14	128.78	126.95
R3	128.12	127.76	126.67
R2	127.10	127.10	126.58
R1	126.74	126.74	126.48	126.92
PP	126.08	126.08	126.08	126.17
S1	125.72	125.72	126.30	125.90
S2	125.06	125.06	126.20
S3	124.04	124.70	126.11
S4	123.02	123.68	125.83

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.48	141.34	129.91
R3	137.08	134.94	128.15
R2	130.68	130.68	127.56
R1	128.54	128.54	126.98	129.61
PP	124.28	124.28	124.28	124.82
S1	122.14	122.14	125.80	123.21
S2	117.88	117.88	125.22
S3	111.48	115.74	124.63
S4	105.08	109.34	122.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.43	120.03	6.40	5.1%	1.97	1.6%	99%	True	False	162,727,157
10	126.43	120.03	6.40	5.1%	1.92	1.5%	99%	True	False	193,116,122
20	127.26	118.82	8.44	6.7%	2.00	1.6%	90%	False	False	207,573,899
40	128.85	116.20	12.65	10.0%	2.04	1.6%	81%	False	False	221,870,197
60	129.42	107.43	21.99	17.4%	2.24	1.8%	86%	False	False	240,389,599
80	129.42	107.43	21.99	17.4%	2.38	1.9%	86%	False	False	253,986,086
100	129.42	107.43	21.99	17.4%	2.71	2.1%	86%	False	False	280,891,274
120	135.70	107.43	28.27	22.4%	2.56	2.0%	67%	False	False	269,750,465

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.53
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	130.77
2.618	129.10
1.618	128.08
1.000	127.45
0.618	127.06
HIGH	126.43
0.618	126.04
0.500	125.92
0.382	125.80
LOW	125.41
0.618	124.78
1.000	124.39
1.618	123.76
2.618	122.74
4.250	121.08

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	126.23	125.79
PP	126.08	125.19
S1	125.92	124.59

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

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