SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	125.24	126.02	0.78	0.6%	126.17
High	126.25	126.33	0.08	0.1%	126.82
Low	124.86	125.50	0.64	0.5%	124.73
Close	126.12	125.50	-0.62	-0.5%	125.50
Range	1.39	0.83	-0.56	-40.3%	2.09
ATR	2.06	1.97	-0.09	-4.3%	0.00
Volume	123,428,195	95,431,047	-27,997,148	-22.7%	423,691,742

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.27	127.71	125.96
R3	127.44	126.88	125.73
R2	126.61	126.61	125.65
R1	126.05	126.05	125.58	125.92
PP	125.78	125.78	125.78	125.71
S1	125.22	125.22	125.42	125.09
S2	124.95	124.95	125.35
S3	124.12	124.39	125.27
S4	123.29	123.56	125.04

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.95	130.82	126.65
R3	129.86	128.73	126.07
R2	127.77	127.77	125.88
R1	126.64	126.64	125.69	126.16
PP	125.68	125.68	125.68	125.45
S1	124.55	124.55	125.31	124.07
S2	123.59	123.59	125.12
S3	121.50	122.46	124.93
S4	119.41	120.37	124.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.82	124.73	2.09	1.7%	1.16	0.9%	37%	False	False	103,168,904
10	126.82	120.03	6.79	5.4%	1.63	1.3%	81%	False	False	145,775,651
20	127.26	120.03	7.23	5.8%	1.78	1.4%	76%	False	False	183,294,243
40	128.02	116.20	11.82	9.4%	1.96	1.6%	79%	False	False	204,606,776
60	129.42	113.51	15.91	12.7%	2.08	1.7%	75%	False	False	224,185,818
80	129.42	107.43	21.99	17.5%	2.31	1.8%	82%	False	False	246,726,449
100	129.42	107.43	21.99	17.5%	2.51	2.0%	82%	False	False	261,021,919
120	134.82	107.43	27.39	21.8%	2.55	2.0%	66%	False	False	266,874,407

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129.86
2.618	128.50
1.618	127.67
1.000	127.16
0.618	126.84
HIGH	126.33
0.618	126.01
0.500	125.92
0.382	125.82
LOW	125.50
0.618	124.99
1.000	124.67
1.618	124.16
2.618	123.33
4.250	121.97

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	125.92	125.63
PP	125.78	125.59
S1	125.64	125.54

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

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