SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	135.98	135.90	-0.08	-0.1%	138.59
High	136.49	136.64	0.15	0.1%	139.25
Low	135.18	134.70	-0.48	-0.4%	134.70
Close	135.70	136.37	0.67	0.5%	136.37
Range	1.31	1.94	0.63	48.1%	4.55
ATR	1.76	1.77	0.01	0.7%	0.00
Volume	178,128,297	239,483,797	61,355,500	34.4%	829,812,586

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.72	140.99	137.44
R3	139.78	139.05	136.90
R2	137.84	137.84	136.73
R1	137.11	137.11	136.55	137.48
PP	135.90	135.90	135.90	136.09
S1	135.17	135.17	136.19	135.54
S2	133.96	133.96	136.01
S3	132.02	133.23	135.84
S4	130.08	131.29	135.30

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.42	147.95	138.87
R3	145.87	143.40	137.62
R2	141.32	141.32	137.20
R1	138.85	138.85	136.79	137.81
PP	136.77	136.77	136.77	136.26
S1	134.30	134.30	135.95	133.26
S2	132.22	132.22	135.54
S3	127.67	129.75	135.12
S4	123.12	125.20	133.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.25	134.70	4.55	3.3%	1.76	1.3%	37%	False	True	165,962,517
10	143.52	134.70	8.82	6.5%	1.84	1.4%	19%	False	True	168,213,589
20	146.52	134.70	11.82	8.7%	1.72	1.3%	14%	False	True	153,816,009
40	147.16	134.70	12.46	9.1%	1.48	1.1%	13%	False	True	138,534,244
60	148.11	134.70	13.41	9.8%	1.35	1.0%	12%	False	True	130,571,347
80	148.11	133.25	14.86	10.9%	1.32	1.0%	21%	False	False	127,422,428
100	148.11	130.93	17.18	12.6%	1.35	1.0%	32%	False	False	129,409,780
120	148.11	127.14	20.97	15.4%	1.46	1.1%	44%	False	False	137,196,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.89
2.618	141.72
1.618	139.78
1.000	138.58
0.618	137.84
HIGH	136.64
0.618	135.90
0.500	135.67
0.382	135.44
LOW	134.70
0.618	133.50
1.000	132.76
1.618	131.56
2.618	129.62
4.250	126.46

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	136.14	136.57
PP	135.90	136.50
S1	135.67	136.44

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

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