SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	138.91	139.31	0.40	0.3%	138.59
High	139.42	139.57	0.15	0.1%	139.25
Low	138.08	139.03	0.95	0.7%	134.70
Close	139.19	139.45	0.26	0.2%	136.37
Range	1.34	0.54	-0.80	-59.7%	4.55
ATR	1.81	1.72	-0.09	-5.0%	0.00
Volume	119,807,297	81,710,703	-38,096,594	-31.8%	829,812,586

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.97	140.75	139.75
R3	140.43	140.21	139.60
R2	139.89	139.89	139.55
R1	139.67	139.67	139.50	139.78
PP	139.35	139.35	139.35	139.41
S1	139.13	139.13	139.40	139.24
S2	138.81	138.81	139.35
S3	138.27	138.59	139.30
S4	137.73	138.05	139.15

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	139.57	134.70	4.87	3.5%	1.57	1.1%	98%	True	False	154,125,159
10	140.41	134.70	5.71	4.1%	1.78	1.3%	83%	False	False	156,539,868
20	143.72	134.70	9.02	6.5%	1.69	1.2%	53%	False	False	148,500,089
40	147.16	134.70	12.46	8.9%	1.52	1.1%	38%	False	False	138,398,862
60	148.11	134.70	13.41	9.6%	1.37	1.0%	35%	False	False	130,722,616
80	148.11	134.70	13.41	9.6%	1.31	0.9%	35%	False	False	125,307,012
100	148.11	132.60	15.51	11.1%	1.35	1.0%	44%	False	False	128,754,649
120	148.11	127.14	20.97	15.0%	1.44	1.0%	59%	False	False	135,879,953

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	0.47
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	141.87
2.618	140.98
1.618	140.44
1.000	140.11
0.618	139.90
HIGH	139.57
0.618	139.36
0.500	139.30
0.382	139.24
LOW	139.03
0.618	138.70
1.000	138.49
1.618	138.16
2.618	137.62
4.250	136.74

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	139.40	138.96
PP	139.35	138.48
S1	139.30	137.99

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

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