SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	131.51	130.80	-0.71	-0.5%	130.09
High	132.25	131.50	-0.75	-0.6%	131.95
Low	130.98	130.60	-0.38	-0.3%	128.90
Close	131.61	131.46	-0.15	-0.1%	131.54
Range	1.27	0.90	-0.37	-29.1%	3.05
ATR	1.56	1.52	-0.04	-2.5%	0.00
Volume	129,214,617	102,867,445	-26,347,172	-20.4%	559,426,906

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133.89	133.57	131.96
R3	132.99	132.67	131.71
R2	132.09	132.09	131.63
R1	131.77	131.77	131.54	131.93
PP	131.19	131.19	131.19	131.27
S1	130.87	130.87	131.38	131.03
S2	130.29	130.29	131.30
S3	129.39	129.97	131.21
S4	128.49	129.07	130.97

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	129.08	3.17	2.4%	1.15	0.9%	75%	False	False	131,894,343
10	132.25	127.72	4.53	3.4%	1.12	0.9%	83%	False	False	131,631,060
20	132.25	124.73	7.52	5.7%	1.13	0.9%	89%	False	False	128,677,998
40	132.25	116.20	16.05	12.2%	1.58	1.2%	95%	False	False	168,311,054
60	132.25	116.20	16.05	12.2%	1.81	1.4%	95%	False	False	195,767,957
80	132.25	107.43	24.82	18.9%	2.00	1.5%	97%	False	False	215,034,719
100	132.25	107.43	24.82	18.9%	2.14	1.6%	97%	False	False	231,020,247
120	132.25	107.43	24.82	18.9%	2.46	1.9%	97%	False	False	257,843,713

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

Fibonacci Retracements and Extensions
4.250	135.33
2.618	133.86
1.618	132.96
1.000	132.40
0.618	132.06
HIGH	131.50
0.618	131.16
0.500	131.05
0.382	130.94
LOW	130.60
0.618	130.04
1.000	129.70
1.618	129.14
2.618	128.24
4.250	126.78

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	131.32	131.45
PP	131.19	131.44
S1	131.05	131.43

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

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