SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	130.16	132.31	2.15	1.7%	134.31
High	132.02	133.23	1.21	0.9%	135.61
Low	129.95	131.34	1.39	1.1%	129.55
Close	131.97	132.20	0.23	0.2%	129.74
Range	2.07	1.89	-0.18	-8.7%	6.06
ATR	1.72	1.73	0.01	0.7%	0.00
Volume	177,811,641	197,395,172	19,583,531	11.0%	1,145,464,000

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.93	136.95	133.24
R3	136.04	135.06	132.72
R2	134.15	134.15	132.55
R1	133.17	133.17	132.37	132.72
PP	132.26	132.26	132.26	132.03
S1	131.28	131.28	132.03	130.83
S2	130.37	130.37	131.85
S3	128.48	129.39	131.68
S4	126.59	127.50	131.16

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	134.55	129.55	5.00	3.8%	2.00	1.5%	53%	False	False	229,930,593
10	136.87	129.55	7.32	5.5%	1.84	1.4%	36%	False	False	204,471,690
20	141.66	129.55	12.11	9.2%	1.61	1.2%	22%	False	False	175,396,584
40	142.21	129.55	12.66	9.6%	1.50	1.1%	21%	False	False	164,426,101
60	142.21	129.55	12.66	9.6%	1.34	1.0%	21%	False	False	156,312,058
80	142.21	129.55	12.66	9.6%	1.27	1.0%	21%	False	False	153,242,043
100	142.21	124.86	17.35	13.1%	1.26	1.0%	42%	False	False	150,541,678
120	142.21	120.00	22.21	16.8%	1.38	1.0%	55%	False	False	158,343,843

Crabel Price Patterns
NR	True
NR4	True
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	0.42
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141.26
2.618	138.18
1.618	136.29
1.000	135.12
0.618	134.40
HIGH	133.23
0.618	132.51
0.500	132.29
0.382	132.06
LOW	131.34
0.618	130.17
1.000	129.45
1.618	128.28
2.618	126.39
4.250	123.31

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	132.29	131.93
PP	132.26	131.66
S1	132.23	131.39

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

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