SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	125.67	126.17	0.50	0.4%	122.06
High	126.43	126.82	0.39	0.3%	126.43
Low	125.41	126.06	0.65	0.5%	120.03
Close	126.39	126.49	0.10	0.1%	126.39
Range	1.02	0.76	-0.26	-25.5%	6.40
ATR	2.24	2.13	-0.11	-4.7%	0.00
Volume	92,152,781	85,831,508	-6,321,273	-6.9%	813,635,789

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.74	128.37	126.91
R3	127.98	127.61	126.70
R2	127.22	127.22	126.63
R1	126.85	126.85	126.56	127.04
PP	126.46	126.46	126.46	126.55
S1	126.09	126.09	126.42	126.28
S2	125.70	125.70	126.35
S3	124.94	125.33	126.28
S4	124.18	124.57	126.07

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	126.82	120.37	6.45	5.1%	1.67	1.3%	95%	True	False	143,301,590
10	126.82	120.03	6.79	5.4%	1.82	1.4%	95%	True	False	180,155,425
20	127.26	119.61	7.65	6.0%	1.97	1.6%	90%	False	False	201,354,476
40	128.62	116.20	12.42	9.8%	2.04	1.6%	83%	False	False	218,373,667
60	129.42	107.43	21.99	17.4%	2.22	1.8%	87%	False	False	237,012,778
80	129.42	107.43	21.99	17.4%	2.36	1.9%	87%	False	False	251,877,948
100	129.42	107.43	21.99	17.4%	2.67	2.1%	87%	False	False	276,545,474
120	135.36	107.43	27.93	22.1%	2.56	2.0%	68%	False	False	269,063,643

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	130.05
2.618	128.81
1.618	128.05
1.000	127.58
0.618	127.29
HIGH	126.82
0.618	126.53
0.500	126.44
0.382	126.35
LOW	126.06
0.618	125.59
1.000	125.30
1.618	124.83
2.618	124.07
4.250	122.83

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	126.47	126.17
PP	126.46	125.85
S1	126.44	125.53

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

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