SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	132.31	131.25	-1.06	-0.8%	134.31
High	133.23	132.46	-0.77	-0.6%	135.61
Low	131.34	129.99	-1.35	-1.0%	129.55
Close	132.20	132.27	0.07	0.1%	129.74
Range	1.89	2.47	0.58	30.7%	6.06
ATR	1.73	1.79	0.05	3.0%	0.00
Volume	197,395,172	204,723,672	7,328,500	3.7%	1,145,464,000

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.98	138.10	133.63
R3	136.51	135.63	132.95
R2	134.04	134.04	132.72
R1	133.16	133.16	132.50	133.60
PP	131.57	131.57	131.57	131.80
S1	130.69	130.69	132.04	131.13
S2	129.10	129.10	131.82
S3	126.63	128.22	131.59
S4	124.16	125.75	130.91

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	133.23	129.55	3.68	2.8%	2.14	1.6%	74%	False	False	229,461,543
10	136.87	129.55	7.32	5.5%	1.87	1.4%	37%	False	False	202,877,812
20	141.66	129.55	12.11	9.2%	1.70	1.3%	22%	False	False	178,121,618
40	142.21	129.55	12.66	9.6%	1.54	1.2%	21%	False	False	166,553,007
60	142.21	129.55	12.66	9.6%	1.37	1.0%	21%	False	False	157,569,551
80	142.21	129.55	12.66	9.6%	1.28	1.0%	21%	False	False	153,964,875
100	142.21	125.50	16.71	12.6%	1.27	1.0%	41%	False	False	151,354,633
120	142.21	120.03	22.18	16.8%	1.36	1.0%	55%	False	False	157,354,760

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	0.48
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	142.96
2.618	138.93
1.618	136.46
1.000	134.93
0.618	133.99
HIGH	132.46
0.618	131.52
0.500	131.23
0.382	130.93
LOW	129.99
0.618	128.46
1.000	127.52
1.618	125.99
2.618	123.52
4.250	119.49

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	131.92	132.04
PP	131.57	131.82
S1	131.23	131.59

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

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