SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	128.65	130.09	1.44	1.1%	127.99
High	129.05	130.32	1.27	1.0%	129.70
Low	127.72	128.90	1.18	0.9%	127.41
Close	128.84	129.34	0.50	0.4%	128.84
Range	1.33	1.42	0.09	6.8%	2.29
ATR	1.69	1.68	-0.02	-0.9%	0.00
Volume	179,687,266	132,037,250	-47,650,016	-26.5%	624,111,118

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133.78	132.98	130.12
R3	132.36	131.56	129.73
R2	130.94	130.94	129.60
R1	130.14	130.14	129.47	129.83
PP	129.52	129.52	129.52	129.37
S1	128.72	128.72	129.21	128.41
S2	128.10	128.10	129.08
S3	126.68	127.30	128.95
S4	125.26	125.88	128.56

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	130.32	127.72	2.60	2.0%	1.09	0.8%	62%	True	False	131,367,776
10	130.32	126.43	3.89	3.0%	1.10	0.9%	75%	True	False	139,824,373
20	130.32	120.03	10.29	8.0%	1.37	1.1%	90%	True	False	142,800,012
40	130.32	116.20	14.12	10.9%	1.69	1.3%	93%	True	False	182,215,187
60	130.32	116.20	14.12	10.9%	1.88	1.5%	93%	True	False	206,460,347
80	130.32	107.43	22.89	17.7%	2.11	1.6%	96%	True	False	227,783,236
100	130.32	107.43	22.89	17.7%	2.26	1.7%	96%	True	False	237,422,719
120	132.63	107.43	25.20	19.5%	2.52	1.9%	87%	False	False	264,302,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	136.36
2.618	134.04
1.618	132.62
1.000	131.74
0.618	131.20
HIGH	130.32
0.618	129.78
0.500	129.61
0.382	129.44
LOW	128.90
0.618	128.02
1.000	127.48
1.618	126.60
2.618	125.18
4.250	122.87

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	129.61	129.23
PP	129.52	129.13
S1	129.43	129.02

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

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