SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	129.40	128.74	-0.66	-0.5%	127.76
High	129.65	129.37	-0.28	-0.2%	128.38
Low	128.95	128.52	-0.43	-0.3%	126.43
Close	129.13	129.20	0.07	0.1%	127.71
Range	0.70	0.85	0.15	21.4%	1.95
ATR	1.79	1.72	-0.07	-3.8%	0.00
Volume	115,101,836	111,270,055	-3,831,781	-3.3%	642,095,367

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	131.58	131.24	129.67
R3	130.73	130.39	129.43
R2	129.88	129.88	129.36
R1	129.54	129.54	129.28	129.71
PP	129.03	129.03	129.03	129.12
S1	128.69	128.69	129.12	128.86
S2	128.18	128.18	129.04
S3	127.33	127.84	128.97
S4	126.48	126.99	128.73

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%	1.01	0.8%	86%	False	False	129,459,806
10	129.65	124.73	4.92	3.8%	1.11	0.9%	91%	False	False	130,563,697
20	129.65	120.03	9.62	7.4%	1.46	1.1%	95%	False	False	155,359,561
40	129.65	116.20	13.45	10.4%	1.76	1.4%	97%	False	False	185,921,970
60	129.65	116.20	13.45	10.4%	1.97	1.5%	97%	False	False	211,741,008
80	129.65	107.43	22.22	17.2%	2.17	1.7%	98%	False	False	232,101,262
100	129.65	107.43	22.22	17.2%	2.32	1.8%	98%	False	False	243,455,621
120	134.72	107.43	27.29	21.1%	2.52	1.9%	80%	False	False	263,995,270

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	0.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132.98
2.618	131.60
1.618	130.75
1.000	130.22
0.618	129.90
HIGH	129.37
0.618	129.05
0.500	128.95
0.382	128.84
LOW	128.52
0.618	127.99
1.000	127.67
1.618	127.14
2.618	126.29
4.250	124.91

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	129.12	128.98
PP	129.03	128.75
S1	128.95	128.53

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

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