SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	137.62	138.59	0.97	0.7%	141.35
High	139.44	138.81	-0.63	-0.5%	143.52
Low	137.55	137.96	0.41	0.3%	137.55
Close	138.16	138.27	0.11	0.1%	138.16
Range	1.89	0.85	-1.04	-55.0%	5.97
ATR	1.76	1.70	-0.07	-3.7%	0.00
Volume	201,055,188	97,677,406	-103,377,782	-51.4%	852,323,305

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.90	140.43	138.74
R3	140.05	139.58	138.50
R2	139.20	139.20	138.43
R1	138.73	138.73	138.35	138.54
PP	138.35	138.35	138.35	138.25
S1	137.88	137.88	138.19	137.69
S2	137.50	137.50	138.11
S3	136.65	137.03	138.04
S4	135.80	136.18	137.80

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	157.65	153.88	141.44
R3	151.68	147.91	139.80
R2	145.71	145.71	139.25
R1	141.94	141.94	138.71	140.84
PP	139.74	139.74	139.74	139.20
S1	135.97	135.97	137.61	134.87
S2	133.77	133.77	137.07
S3	127.80	130.00	136.52
S4	121.83	124.03	134.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.52	137.55	5.97	4.3%	1.85	1.3%	12%	False	False	170,324,461
10	143.72	137.55	6.17	4.5%	1.71	1.2%	12%	False	False	143,816,019
20	146.52	137.55	8.97	6.5%	1.56	1.1%	8%	False	False	140,685,260
40	148.11	137.55	10.56	7.6%	1.37	1.0%	7%	False	False	133,127,099
60	148.11	137.55	10.56	7.6%	1.29	0.9%	7%	False	False	124,810,619
80	148.11	133.03	15.08	10.9%	1.29	0.9%	35%	False	False	125,657,306
100	148.11	130.85	17.26	12.5%	1.35	1.0%	43%	False	False	128,966,583
120	148.11	127.14	20.97	15.2%	1.45	1.0%	53%	False	False	136,968,248

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	142.42
2.618	141.04
1.618	140.19
1.000	139.66
0.618	139.34
HIGH	138.81
0.618	138.49
0.500	138.39
0.382	138.28
LOW	137.96
0.618	137.43
1.000	137.11
1.618	136.58
2.618	135.73
4.250	134.35

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	138.39	138.98
PP	138.35	138.74
S1	138.31	138.51

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

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