SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-May-2012

Day Change Summary
	Previous	Current
	17-May-2012	18-May-2012	Change	Change %	Previous Week
Open	132.86	131.37	-1.49	-1.1%	134.31
High	133.02	131.60	-1.42	-1.1%	135.61
Low	130.79	129.55	-1.24	-0.9%	129.55
Close	130.86	129.74	-1.12	-0.9%	129.74
Range	2.23	2.05	-0.18	-8.1%	6.06
ATR	1.65	1.68	0.03	1.7%	0.00
Volume	247,804,484	319,572,750	71,768,266	29.0%	1,145,464,000

Daily Pivots for day following 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.45	135.14	130.87
R3	134.40	133.09	130.30
R2	132.35	132.35	130.12
R1	131.04	131.04	129.93	130.67
PP	130.30	130.30	130.30	130.11
S1	128.99	128.99	129.55	128.62
S2	128.25	128.25	129.36
S3	126.20	126.94	129.18
S4	124.15	124.89	128.61

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.81	145.84	133.07
R3	143.75	139.78	131.41
R2	137.69	137.69	130.85
R1	133.72	133.72	130.30	132.68
PP	131.63	131.63	131.63	131.11
S1	127.66	127.66	129.18	126.62
S2	125.57	125.57	128.63
S3	119.51	121.60	128.07
S4	113.45	115.54	126.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.61	129.55	6.06	4.7%	1.88	1.5%	3%	False	True	229,092,800
10	137.56	129.55	8.01	6.2%	1.74	1.3%	2%	False	True	201,040,689
20	141.66	129.55	12.11	9.3%	1.50	1.2%	2%	False	True	172,094,471
40	142.21	129.55	12.66	9.8%	1.46	1.1%	2%	False	True	161,054,482
60	142.21	129.55	12.66	9.8%	1.31	1.0%	2%	False	True	154,244,027
80	142.21	129.55	12.66	9.8%	1.26	1.0%	2%	False	True	152,549,521
100	142.21	124.73	17.48	13.5%	1.24	1.0%	29%	False	False	148,837,935
120	142.21	118.82	23.39	18.0%	1.37	1.1%	47%	False	False	158,627,262

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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.31
2.618	136.97
1.618	134.92
1.000	133.65
0.618	132.87
HIGH	131.60
0.618	130.82
0.500	130.58
0.382	130.33
LOW	129.55
0.618	128.28
1.000	127.50
1.618	126.23
2.618	124.18
4.250	120.84

Fisher Pivots for day following 18-May-2012
Pivot	1 day	3 day
R1	130.58	132.05
PP	130.30	131.28
S1	130.02	130.51

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

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