SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	129.59	128.65	-0.94	-0.7%	127.99
High	129.70	129.05	-0.65	-0.5%	129.70
Low	128.54	127.72	-0.82	-0.6%	127.41
Close	129.51	128.84	-0.67	-0.5%	128.84
Range	1.16	1.33	0.17	14.7%	2.29
ATR	1.68	1.69	0.01	0.5%	0.00
Volume	118,742,477	179,687,266	60,944,789	51.3%	624,111,118

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132.53	132.01	129.57
R3	131.20	130.68	129.21
R2	129.87	129.87	129.08
R1	129.35	129.35	128.96	129.61
PP	128.54	128.54	128.54	128.67
S1	128.02	128.02	128.72	128.28
S2	127.21	127.21	128.60
S3	125.88	126.69	128.47
S4	124.55	125.36	128.11

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	135.52	134.47	130.10
R3	133.23	132.18	129.47
R2	130.94	130.94	129.26
R1	129.89	129.89	129.05	130.42
PP	128.65	128.65	128.65	128.91
S1	127.60	127.60	128.63	128.13
S2	126.36	126.36	128.42
S3	124.07	125.31	128.21
S4	121.78	123.02	127.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.70	127.41	2.29	1.8%	0.96	0.7%	62%	False	False	124,822,223
10	129.70	125.50	4.20	3.3%	1.04	0.8%	80%	False	False	136,163,753
20	129.70	120.03	9.67	7.5%	1.35	1.1%	91%	False	False	146,142,486
40	129.70	116.20	13.50	10.5%	1.71	1.3%	94%	False	False	184,795,925
60	129.70	116.20	13.50	10.5%	1.90	1.5%	94%	False	False	208,035,545
80	129.70	107.43	22.27	17.3%	2.14	1.7%	96%	False	False	230,083,530
100	129.70	107.43	22.27	17.3%	2.28	1.8%	96%	False	False	239,410,325
120	133.96	107.43	26.53	20.6%	2.52	2.0%	81%	False	False	264,295,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134.70
2.618	132.53
1.618	131.20
1.000	130.38
0.618	129.87
HIGH	129.05
0.618	128.54
0.500	128.39
0.382	128.23
LOW	127.72
0.618	126.90
1.000	126.39
1.618	125.57
2.618	124.24
4.250	122.07

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	128.69	128.80
PP	128.54	128.75
S1	128.39	128.71

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

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