SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-May-2012

Day Change Summary
	Previous	Current
	24-May-2012	25-May-2012	Change	Change %	Previous Week
Open	132.63	132.48	-0.15	-0.1%	130.16
High	132.84	132.85	0.01	0.0%	133.23
Low	131.42	131.78	0.36	0.3%	129.95
Close	132.53	132.10	-0.43	-0.3%	132.10
Range	1.42	1.07	-0.35	-24.6%	3.28
ATR	1.76	1.71	-0.05	-2.8%	0.00
Volume	167,215,125	135,451,078	-31,764,047	-19.0%	882,596,688

Daily Pivots for day following 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	135.45	134.85	132.69
R3	134.38	133.78	132.39
R2	133.31	133.31	132.30
R1	132.71	132.71	132.20	132.48
PP	132.24	132.24	132.24	132.13
S1	131.64	131.64	132.00	131.41
S2	131.17	131.17	131.90
S3	130.10	130.57	131.81
S4	129.03	129.50	131.51

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.60	140.13	133.90
R3	138.32	136.85	133.00
R2	135.04	135.04	132.70
R1	133.57	133.57	132.40	134.31
PP	131.76	131.76	131.76	132.13
S1	130.29	130.29	131.80	131.03
S2	128.48	128.48	131.50
S3	125.20	127.01	131.20
S4	121.92	123.73	130.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.23	129.95	3.28	2.5%	1.78	1.4%	66%	False	False	176,519,337
10	135.61	129.55	6.06	4.6%	1.83	1.4%	42%	False	False	202,806,068
20	141.66	129.55	12.11	9.2%	1.69	1.3%	21%	False	False	180,266,429
40	142.21	129.55	12.66	9.6%	1.53	1.2%	20%	False	False	166,284,569
60	142.21	129.55	12.66	9.6%	1.36	1.0%	20%	False	False	157,104,251
80	142.21	129.55	12.66	9.6%	1.28	1.0%	20%	False	False	153,711,402
100	142.21	126.43	15.78	11.9%	1.27	1.0%	36%	False	False	151,491,468
120	142.21	120.03	22.18	16.8%	1.35	1.0%	54%	False	False	156,562,613

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	0.51
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	137.40
2.618	135.65
1.618	134.58
1.000	133.92
0.618	133.51
HIGH	132.85
0.618	132.44
0.500	132.32
0.382	132.19
LOW	131.78
0.618	131.12
1.000	130.71
1.618	130.05
2.618	128.98
4.250	127.23

Fisher Pivots for day following 25-May-2012
Pivot	1 day	3 day
R1	132.32	131.87
PP	132.24	131.65
S1	132.17	131.42

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

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