SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	133.94	132.86	-1.08	-0.8%	136.51
High	134.55	133.02	-1.53	-1.1%	137.56
Low	132.80	130.79	-2.01	-1.5%	134.49
Close	132.83	130.86	-1.97	-1.5%	135.61
Range	1.75	2.23	0.48	27.4%	3.07
ATR	1.61	1.65	0.04	2.8%	0.00
Volume	207,068,922	247,804,484	40,735,562	19.7%	864,942,899

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.25	136.78	132.09
R3	136.02	134.55	131.47
R2	133.79	133.79	131.27
R1	132.32	132.32	131.06	131.94
PP	131.56	131.56	131.56	131.37
S1	130.09	130.09	130.66	129.71
S2	129.33	129.33	130.45
S3	127.10	127.86	130.25
S4	124.87	125.63	129.63

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	130.79	6.08	4.6%	1.82	1.4%	1%	False	True	195,776,937
10	139.30	130.79	8.51	6.5%	1.77	1.4%	1%	False	True	188,461,321
20	141.66	130.79	10.87	8.3%	1.45	1.1%	1%	False	True	163,264,020
40	142.21	130.79	11.42	8.7%	1.43	1.1%	1%	False	True	156,443,582
60	142.21	130.79	11.42	8.7%	1.30	1.0%	1%	False	True	151,211,297
80	142.21	130.06	12.15	9.3%	1.26	1.0%	7%	False	False	151,035,169
100	142.21	124.73	17.48	13.4%	1.23	0.9%	35%	False	False	146,563,735
120	142.21	116.20	26.01	19.9%	1.36	1.0%	56%	False	False	156,793,797

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	0.41
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	142.50
2.618	138.86
1.618	136.63
1.000	135.25
0.618	134.40
HIGH	133.02
0.618	132.17
0.500	131.91
0.382	131.64
LOW	130.79
0.618	129.41
1.000	128.56
1.618	127.18
2.618	124.95
4.250	121.31

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	131.91	132.80
PP	131.56	132.15
S1	131.21	131.51

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

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