SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	132.29	132.74	0.45	0.3%	131.51
High	133.14	133.02	-0.12	-0.1%	133.40
Low	132.13	132.21	0.08	0.1%	130.60
Close	132.47	132.68	0.21	0.2%	131.82
Range	1.01	0.81	-0.20	-19.8%	2.80
ATR	1.57	1.52	-0.05	-3.5%	0.00
Volume	165,815,688	112,984,727	-52,830,961	-31.9%	750,311,718

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	135.07	134.68	133.13
R3	134.26	133.87	132.90
R2	133.45	133.45	132.83
R1	133.06	133.06	132.75	132.85
PP	132.64	132.64	132.64	132.53
S1	132.25	132.25	132.61	132.04
S2	131.83	131.83	132.53
S3	131.02	131.44	132.46
S4	130.21	130.63	132.23

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.34	138.88	133.36
R3	137.54	136.08	132.59
R2	134.74	134.74	132.33
R1	133.28	133.28	132.08	134.01
PP	131.94	131.94	131.94	132.31
S1	130.48	130.48	131.56	131.21
S2	129.14	129.14	131.31
S3	126.34	127.68	131.05
S4	123.54	124.88	130.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.14	130.06	3.08	2.3%	1.12	0.8%	85%	False	False	143,609,061
10	133.40	130.06	3.34	2.5%	1.30	1.0%	78%	False	False	147,130,046
20	133.40	126.43	6.97	5.3%	1.22	0.9%	90%	False	False	141,914,663
40	133.40	120.03	13.37	10.1%	1.47	1.1%	95%	False	False	159,467,599
60	133.40	116.20	17.20	13.0%	1.67	1.3%	96%	False	False	180,121,957
80	133.40	116.20	17.20	13.0%	1.82	1.4%	96%	False	False	200,495,531
100	133.40	107.43	25.97	19.6%	2.05	1.5%	97%	False	False	222,668,658
120	133.40	107.43	25.97	19.6%	2.22	1.7%	97%	False	False	234,437,175

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	136.46
2.618	135.14
1.618	134.33
1.000	133.83
0.618	133.52
HIGH	133.02
0.618	132.71
0.500	132.62
0.382	132.52
LOW	132.21
0.618	131.71
1.000	131.40
1.618	130.90
2.618	130.09
4.250	128.77

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	132.66	132.42
PP	132.64	132.17
S1	132.62	131.91

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

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