SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	131.24	131.51	0.27	0.2%	130.09
High	131.95	132.25	0.30	0.2%	131.95
Low	130.92	130.98	0.06	0.0%	128.90
Close	131.54	131.61	0.07	0.1%	131.54
Range	1.03	1.27	0.24	23.3%	3.05
ATR	1.58	1.56	-0.02	-1.4%	0.00
Volume	138,162,875	129,214,617	-8,948,258	-6.5%	559,426,906

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	135.42	134.79	132.31
R3	134.15	133.52	131.96
R2	132.88	132.88	131.84
R1	132.25	132.25	131.73	132.57
PP	131.61	131.61	131.61	131.77
S1	130.98	130.98	131.49	131.30
S2	130.34	130.34	131.38
S3	129.07	129.71	131.26
S4	127.80	128.44	130.91

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.95	138.79	133.22
R3	136.90	135.74	132.38
R2	133.85	133.85	132.10
R1	132.69	132.69	131.82	133.27
PP	130.80	130.80	130.80	131.09
S1	129.64	129.64	131.26	130.22
S2	127.75	127.75	130.98
S3	124.70	126.59	130.70
S4	121.65	123.54	129.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.25	128.90	3.35	2.5%	1.25	0.9%	81%	True	False	137,728,304
10	132.25	127.41	4.84	3.7%	1.11	0.8%	87%	True	False	131,275,264
20	132.25	124.23	8.02	6.1%	1.14	0.9%	92%	True	False	129,492,952
40	132.25	116.20	16.05	12.2%	1.62	1.2%	96%	True	False	171,347,626
60	132.25	116.20	16.05	12.2%	1.83	1.4%	96%	True	False	198,868,305
80	132.25	107.43	24.82	18.9%	2.03	1.5%	97%	True	False	217,330,562
100	132.25	107.43	24.82	18.9%	2.17	1.6%	97%	True	False	232,401,706
120	132.25	107.43	24.82	18.9%	2.48	1.9%	97%	True	False	259,873,867

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	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137.65
2.618	135.57
1.618	134.30
1.000	133.52
0.618	133.03
HIGH	132.25
0.618	131.76
0.500	131.62
0.382	131.47
LOW	130.98
0.618	130.20
1.000	129.71
1.618	128.93
2.618	127.66
4.250	125.58

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	131.62	131.58
PP	131.61	131.55
S1	131.61	131.53

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

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