SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	128.20	127.99	-0.21	-0.2%	127.76
High	128.22	128.18	-0.04	0.0%	128.38
Low	127.29	127.41	0.12	0.1%	126.43
Close	127.71	128.02	0.31	0.2%	127.71
Range	0.93	0.77	-0.16	-17.2%	1.95
ATR	1.88	1.80	-0.08	-4.2%	0.00
Volume	147,959,406	99,309,484	-48,649,922	-32.9%	642,095,367

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	130.18	129.87	128.44
R3	129.41	129.10	128.23
R2	128.64	128.64	128.16
R1	128.33	128.33	128.09	128.49
PP	127.87	127.87	127.87	127.95
S1	127.56	127.56	127.95	127.72
S2	127.10	127.10	127.88
S3	126.33	126.79	127.81
S4	125.56	126.02	127.60

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133.36	132.48	128.78
R3	131.41	130.53	128.25
R2	129.46	129.46	128.07
R1	128.58	128.58	127.89	128.05
PP	127.51	127.51	127.51	127.24
S1	126.63	126.63	127.53	126.10
S2	125.56	125.56	127.35
S3	123.61	124.68	127.17
S4	121.66	122.73	126.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.38	126.43	1.95	1.5%	1.11	0.9%	82%	False	False	148,280,970
10	128.38	124.73	3.65	2.9%	1.14	0.9%	90%	False	False	125,724,937
20	128.38	120.03	8.35	6.5%	1.58	1.2%	96%	False	False	165,263,262
40	128.38	116.20	12.18	9.5%	1.80	1.4%	97%	False	False	190,798,134
60	129.42	116.20	13.22	10.3%	2.00	1.6%	89%	False	False	215,026,647
80	129.42	107.43	21.99	17.2%	2.19	1.7%	94%	False	False	236,904,418
100	129.42	107.43	21.99	17.2%	2.39	1.9%	94%	False	False	248,590,021
120	134.82	107.43	27.39	21.4%	2.53	2.0%	75%	False	False	265,318,907

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	131.45
2.618	130.20
1.618	129.43
1.000	128.95
0.618	128.66
HIGH	128.18
0.618	127.89
0.500	127.80
0.382	127.70
LOW	127.41
0.618	126.93
1.000	126.64
1.618	126.16
2.618	125.39
4.250	124.14

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	127.95	127.79
PP	127.87	127.56
S1	127.80	127.33

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

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