SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	131.25	132.63	1.38	1.1%	134.31
High	132.46	132.84	0.38	0.3%	135.61
Low	129.99	131.42	1.43	1.1%	129.55
Close	132.27	132.53	0.26	0.2%	129.74
Range	2.47	1.42	-1.05	-42.5%	6.06
ATR	1.79	1.76	-0.03	-1.5%	0.00
Volume	204,723,672	167,215,125	-37,508,547	-18.3%	1,145,464,000

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.52	135.95	133.31
R3	135.10	134.53	132.92
R2	133.68	133.68	132.79
R1	133.11	133.11	132.66	132.69
PP	132.26	132.26	132.26	132.05
S1	131.69	131.69	132.40	131.27
S2	130.84	130.84	132.27
S3	129.42	130.27	132.14
S4	128.00	128.85	131.75

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%	1.98	1.5%	81%	False	False	213,343,672
10	136.87	129.55	7.32	5.5%	1.90	1.4%	41%	False	False	204,560,304
20	141.66	129.55	12.11	9.1%	1.69	1.3%	25%	False	False	179,690,639
40	142.21	129.55	12.66	9.6%	1.54	1.2%	24%	False	False	167,020,917
60	142.21	129.55	12.66	9.6%	1.36	1.0%	24%	False	False	157,260,328
80	142.21	129.55	12.66	9.6%	1.28	1.0%	24%	False	False	154,090,960
100	142.21	126.43	15.78	11.9%	1.27	1.0%	39%	False	False	152,072,473
120	142.21	120.03	22.18	16.7%	1.36	1.0%	56%	False	False	157,276,102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.48
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	138.88
2.618	136.56
1.618	135.14
1.000	134.26
0.618	133.72
HIGH	132.84
0.618	132.30
0.500	132.13
0.382	131.96
LOW	131.42
0.618	130.54
1.000	130.00
1.618	129.12
2.618	127.70
4.250	125.39

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	132.40	132.22
PP	132.26	131.92
S1	132.13	131.61

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

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