SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	126.51	125.24	-1.27	-1.0%	122.06
High	126.53	126.25	-0.28	-0.2%	126.43
Low	124.73	124.86	0.13	0.1%	120.03
Close	124.83	126.12	1.29	1.0%	126.39
Range	1.80	1.39	-0.41	-22.8%	6.40
ATR	2.11	2.06	-0.05	-2.3%	0.00
Volume	119,000,992	123,428,195	4,427,203	3.7%	813,635,789

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.91	129.41	126.88
R3	128.52	128.02	126.50
R2	127.13	127.13	126.37
R1	126.63	126.63	126.25	126.88
PP	125.74	125.74	125.74	125.87
S1	125.24	125.24	125.99	125.49
S2	124.35	124.35	125.87
S3	122.96	123.85	125.74
S4	121.57	122.46	125.36

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	124.23	2.59	2.1%	1.23	1.0%	73%	False	False	107,915,999
10	126.82	120.03	6.79	5.4%	1.67	1.3%	90%	False	False	156,121,220
20	127.26	120.03	7.23	5.7%	1.80	1.4%	84%	False	False	187,355,395
40	128.02	116.20	11.82	9.4%	1.98	1.6%	84%	False	False	208,347,508
60	129.42	111.58	17.84	14.1%	2.11	1.7%	82%	False	False	227,327,796
80	129.42	107.43	21.99	17.4%	2.32	1.8%	85%	False	False	248,152,732
100	129.42	107.43	21.99	17.4%	2.57	2.0%	85%	False	False	267,167,477
120	134.82	107.43	27.39	21.7%	2.55	2.0%	68%	False	False	267,835,519

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132.16
2.618	129.89
1.618	128.50
1.000	127.64
0.618	127.11
HIGH	126.25
0.618	125.72
0.500	125.56
0.382	125.39
LOW	124.86
0.618	124.00
1.000	123.47
1.618	122.61
2.618	121.22
4.250	118.95

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	125.93	126.01
PP	125.74	125.89
S1	125.56	125.78

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

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