SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	131.37	130.16	-1.21	-0.9%	134.31
High	131.60	132.02	0.42	0.3%	135.61
Low	129.55	129.95	0.40	0.3%	129.55
Close	129.74	131.97	2.23	1.7%	129.74
Range	2.05	2.07	0.02	1.0%	6.06
ATR	1.68	1.72	0.04	2.6%	0.00
Volume	319,572,750	177,811,641	-141,761,109	-44.4%	1,145,464,000

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.52	136.82	133.11
R3	135.45	134.75	132.54
R2	133.38	133.38	132.35
R1	132.68	132.68	132.16	133.03
PP	131.31	131.31	131.31	131.49
S1	130.61	130.61	131.78	130.96
S2	129.24	129.24	131.59
S3	127.17	128.54	131.40
S4	125.10	126.47	130.83

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	134.81	129.55	5.26	4.0%	1.96	1.5%	46%	False	False	231,958,150
10	136.87	129.55	7.32	5.5%	1.84	1.4%	33%	False	False	206,052,503
20	141.66	129.55	12.11	9.2%	1.56	1.2%	20%	False	False	172,396,341
40	142.21	129.55	12.66	9.6%	1.48	1.1%	19%	False	False	162,487,695
60	142.21	129.55	12.66	9.6%	1.34	1.0%	19%	False	False	155,449,254
80	142.21	129.55	12.66	9.6%	1.26	1.0%	19%	False	False	152,464,846
100	142.21	124.73	17.48	13.2%	1.26	1.0%	41%	False	False	149,757,736
120	142.21	119.61	22.60	17.1%	1.37	1.0%	55%	False	False	158,357,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.82
2.618	137.44
1.618	135.37
1.000	134.09
0.618	133.30
HIGH	132.02
0.618	131.23
0.500	130.99
0.382	130.74
LOW	129.95
0.618	128.67
1.000	127.88
1.618	126.60
2.618	124.53
4.250	121.15

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	131.64	131.74
PP	131.31	131.51
S1	130.99	131.29

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

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