SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Nov-2012

Day Change Summary
	Previous	Current
	19-Nov-2012	20-Nov-2012	Change	Change %	Previous Week
Open	137.90	138.91	1.01	0.7%	138.59
High	139.15	139.42	0.27	0.2%	139.25
Low	136.41	138.08	1.67	1.2%	134.70
Close	139.13	139.19	0.06	0.0%	136.37
Range	2.74	1.34	-1.40	-51.1%	4.55
ATR	1.84	1.81	-0.04	-1.9%	0.00
Volume	151,495,703	119,807,297	-31,688,406	-20.9%	829,812,586

Daily Pivots for day following 20-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.92	142.39	139.93
R3	141.58	141.05	139.56
R2	140.24	140.24	139.44
R1	139.71	139.71	139.31	139.98
PP	138.90	138.90	138.90	139.03
S1	138.37	138.37	139.07	138.64
S2	137.56	137.56	138.94
S3	136.22	137.03	138.82
S4	134.88	135.69	138.45

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	139.42	134.70	4.72	3.4%	2.03	1.5%	95%	True	False	176,083,997
10	141.68	134.70	6.98	5.0%	1.99	1.4%	64%	False	False	174,799,238
20	143.72	134.70	9.02	6.5%	1.74	1.2%	50%	False	False	150,693,484
40	147.16	134.70	12.46	9.0%	1.53	1.1%	36%	False	False	138,748,142
60	148.11	134.70	13.41	9.6%	1.39	1.0%	33%	False	False	131,017,999
80	148.11	134.70	13.41	9.6%	1.34	1.0%	33%	False	False	127,244,795
100	148.11	131.28	16.83	12.1%	1.36	1.0%	47%	False	False	129,628,301
120	148.11	127.14	20.97	15.1%	1.45	1.0%	57%	False	False	136,832,657

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.44
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145.12
2.618	142.93
1.618	141.59
1.000	140.76
0.618	140.25
HIGH	139.42
0.618	138.91
0.500	138.75
0.382	138.59
LOW	138.08
0.618	137.25
1.000	136.74
1.618	135.91
2.618	134.57
4.250	132.39

Fisher Pivots for day following 20-Nov-2012
Pivot	1 day	3 day
R1	139.04	138.48
PP	138.90	137.77
S1	138.75	137.06

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

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