SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	126.02	127.76	1.74	1.4%	126.17
High	126.33	128.38	2.05	1.6%	126.82
Low	125.50	127.43	1.93	1.5%	124.73
Close	125.50	127.50	2.00	1.6%	125.50
Range	0.83	0.95	0.12	14.5%	2.09
ATR	1.97	2.03	0.07	3.3%	0.00
Volume	95,431,047	193,551,609	98,120,562	102.8%	423,691,742

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	130.62	130.01	128.02
R3	129.67	129.06	127.76
R2	128.72	128.72	127.67
R1	128.11	128.11	127.59	127.94
PP	127.77	127.77	127.77	127.69
S1	127.16	127.16	127.41	126.99
S2	126.82	126.82	127.33
S3	125.87	126.21	127.24
S4	124.92	125.26	126.98

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	128.38	124.73	3.65	2.9%	1.15	0.9%	76%	True	False	123,448,670
10	128.38	120.03	8.35	6.5%	1.56	1.2%	89%	True	False	143,087,914
20	128.38	120.03	8.35	6.5%	1.74	1.4%	89%	True	False	181,918,339
40	128.38	116.20	12.18	9.6%	1.91	1.5%	93%	True	False	202,282,707
60	129.42	115.06	14.36	11.3%	2.04	1.6%	87%	False	False	223,117,042
80	129.42	107.43	21.99	17.2%	2.29	1.8%	91%	False	False	246,021,804
100	129.42	107.43	21.99	17.2%	2.47	1.9%	91%	False	False	256,352,415
120	134.82	107.43	27.39	21.5%	2.54	2.0%	73%	False	False	266,828,000

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132.42
2.618	130.87
1.618	129.92
1.000	129.33
0.618	128.97
HIGH	128.38
0.618	128.02
0.500	127.91
0.382	127.79
LOW	127.43
0.618	126.84
1.000	126.48
1.618	125.89
2.618	124.94
4.250	123.39

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	127.91	127.21
PP	127.77	126.91
S1	127.64	126.62

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

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