SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	137.54	138.21	0.67	0.5%	141.35
High	139.25	138.43	-0.82	-0.6%	143.52
Low	137.36	135.62	-1.74	-1.3%	137.55
Close	137.79	135.93	-1.86	-1.3%	138.16
Range	1.89	2.81	0.92	48.7%	5.97
ATR	1.71	1.79	0.08	4.6%	0.00
Volume	123,018,195	191,504,891	68,486,696	55.7%	852,323,305

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.09	143.32	137.48
R3	142.28	140.51	136.70
R2	139.47	139.47	136.45
R1	137.70	137.70	136.19	137.18
PP	136.66	136.66	136.66	136.40
S1	134.89	134.89	135.67	134.37
S2	133.85	133.85	135.41
S3	131.04	132.08	135.16
S4	128.23	129.27	134.38

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	140.41	135.62	4.79	3.5%	1.98	1.5%	6%	False	True	158,954,576
10	143.72	135.62	8.10	6.0%	1.90	1.4%	4%	False	True	150,322,139
20	146.52	135.62	10.90	8.0%	1.65	1.2%	3%	False	True	144,817,874
40	147.17	135.62	11.55	8.5%	1.43	1.1%	3%	False	True	133,760,059
60	148.11	135.62	12.49	9.2%	1.34	1.0%	2%	False	True	126,672,987
80	148.11	133.03	15.08	11.1%	1.33	1.0%	19%	False	False	126,180,947
100	148.11	130.85	17.26	12.7%	1.34	1.0%	29%	False	False	127,996,101
120	148.11	127.14	20.97	15.4%	1.45	1.1%	42%	False	False	136,238,283

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	0.22
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	150.37
2.618	145.79
1.618	142.98
1.000	141.24
0.618	140.17
HIGH	138.43
0.618	137.36
0.500	137.03
0.382	136.69
LOW	135.62
0.618	133.88
1.000	132.81
1.618	131.07
2.618	128.26
4.250	123.68

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	137.03	137.44
PP	136.66	136.93
S1	136.30	136.43

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

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