SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	135.17	134.31	-0.86	-0.6%	136.51
High	136.87	135.61	-1.26	-0.9%	137.56
Low	135.11	133.91	-1.20	-0.9%	134.49
Close	135.61	134.11	-1.50	-1.1%	135.61
Range	1.76	1.70	-0.06	-3.4%	3.07
ATR	1.58	1.59	0.01	0.5%	0.00
Volume	152,993,438	163,484,891	10,491,453	6.9%	864,942,899

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.64	138.58	135.05
R3	137.94	136.88	134.58
R2	136.24	136.24	134.42
R1	135.18	135.18	134.27	134.86
PP	134.54	134.54	134.54	134.39
S1	133.48	133.48	133.95	133.16
S2	132.84	132.84	133.80
S3	131.14	131.78	133.64
S4	129.44	130.08	133.18

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.10	143.42	137.30
R3	142.03	140.35	136.45
R2	138.96	138.96	136.17
R1	137.28	137.28	135.89	136.59
PP	135.89	135.89	135.89	135.54
S1	134.21	134.21	135.33	133.52
S2	132.82	132.82	135.05
S3	129.75	131.14	134.77
S4	126.68	128.07	133.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.87	133.91	2.96	2.2%	1.71	1.3%	7%	False	True	180,146,856
10	141.66	133.91	7.75	5.8%	1.65	1.2%	3%	False	True	162,570,701
20	141.66	133.91	7.75	5.8%	1.39	1.0%	3%	False	True	153,650,914
40	142.21	133.91	8.30	6.2%	1.36	1.0%	2%	False	True	149,114,399
60	142.21	133.91	8.30	6.2%	1.24	0.9%	2%	False	True	146,635,071
80	142.21	130.06	12.15	9.1%	1.23	0.9%	33%	False	False	147,383,151
100	142.21	120.37	21.84	16.3%	1.24	0.9%	63%	False	False	145,324,908
120	142.21	116.20	26.01	19.4%	1.37	1.0%	69%	False	False	156,853,753

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.84
2.618	140.06
1.618	138.36
1.000	137.31
0.618	136.66
HIGH	135.61
0.618	134.96
0.500	134.76
0.382	134.56
LOW	133.91
0.618	132.86
1.000	132.21
1.618	131.16
2.618	129.46
4.250	126.69

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	134.76	135.39
PP	134.54	134.96
S1	134.33	134.54

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

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