SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	130.80	131.26	0.46	0.4%	130.09
High	131.50	132.87	1.37	1.0%	131.95
Low	130.60	130.75	0.15	0.1%	128.90
Close	131.46	132.56	1.10	0.8%	131.54
Range	0.90	2.12	1.22	135.6%	3.05
ATR	1.52	1.56	0.04	2.8%	0.00
Volume	102,867,445	198,424,609	95,557,164	92.9%	559,426,906

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.42	137.61	133.73
R3	136.30	135.49	133.14
R2	134.18	134.18	132.95
R1	133.37	133.37	132.75	133.78
PP	132.06	132.06	132.06	132.26
S1	131.25	131.25	132.37	131.66
S2	129.94	129.94	132.17
S3	127.82	129.13	131.98
S4	125.70	127.01	131.39

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	132.87	130.60	2.27	1.7%	1.22	0.9%	86%	True	False	138,971,949
10	132.87	127.72	5.15	3.9%	1.26	1.0%	94%	True	False	139,963,337
20	132.87	124.73	8.14	6.1%	1.18	0.9%	96%	True	False	133,991,590
40	132.87	118.82	14.05	10.6%	1.59	1.2%	98%	True	False	170,782,744
60	132.87	116.20	16.67	12.6%	1.76	1.3%	98%	True	False	192,577,328
80	132.87	107.43	25.44	19.2%	1.98	1.5%	99%	True	False	213,790,097
100	132.87	107.43	25.44	19.2%	2.14	1.6%	99%	True	False	229,987,187
120	132.87	107.43	25.44	19.2%	2.46	1.9%	99%	True	False	256,407,993

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	0.31
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	141.88
2.618	138.42
1.618	136.30
1.000	134.99
0.618	134.18
HIGH	132.87
0.618	132.06
0.500	131.81
0.382	131.56
LOW	130.75
0.618	129.44
1.000	128.63
1.618	127.32
2.618	125.20
4.250	121.74

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	132.31	132.29
PP	132.06	132.01
S1	131.81	131.74

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

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