SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	127.99	129.40	1.41	1.1%	127.76
High	128.18	129.65	1.47	1.1%	128.38
Low	127.41	128.95	1.54	1.2%	126.43
Close	128.02	129.13	1.11	0.9%	127.71
Range	0.77	0.70	-0.07	-9.1%	1.95
ATR	1.80	1.79	-0.01	-0.7%	0.00
Volume	99,309,484	115,101,836	15,792,352	15.9%	642,095,367

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	131.34	130.94	129.52
R3	130.64	130.24	129.32
R2	129.94	129.94	129.26
R1	129.54	129.54	129.19	129.39
PP	129.24	129.24	129.24	129.17
S1	128.84	128.84	129.07	128.69
S2	128.54	128.54	129.00
S3	127.84	128.14	128.94
S4	127.14	127.44	128.75

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	129.65	126.43	3.22	2.5%	1.06	0.8%	84%	True	False	132,591,015
10	129.65	124.73	4.92	3.8%	1.10	0.9%	89%	True	False	128,019,842
20	129.65	120.03	9.62	7.4%	1.51	1.2%	95%	True	False	160,567,982
40	129.65	116.20	13.45	10.4%	1.77	1.4%	96%	True	False	187,887,535
60	129.65	116.20	13.45	10.4%	1.98	1.5%	96%	True	False	213,408,279
80	129.65	107.43	22.22	17.2%	2.18	1.7%	98%	True	False	234,260,951
100	129.65	107.43	22.22	17.2%	2.37	1.8%	98%	True	False	247,466,671
120	134.82	107.43	27.39	21.2%	2.53	2.0%	79%	False	False	265,141,786

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 131 trading days

Fibonacci Retracements and Extensions
4.250	132.63
2.618	131.48
1.618	130.78
1.000	130.35
0.618	130.08
HIGH	129.65
0.618	129.38
0.500	129.30
0.382	129.22
LOW	128.95
0.618	128.52
1.000	128.25
1.618	127.82
2.618	127.12
4.250	125.98

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	129.30	128.91
PP	129.24	128.69
S1	129.19	128.47

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

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