SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	139.31	140.13	0.82	0.6%	137.90
High	139.57	141.40	1.83	1.3%	141.40
Low	139.03	140.04	1.01	0.7%	136.41
Close	139.45	141.35	1.90	1.4%	141.35
Range	0.54	1.36	0.82	151.9%	4.99
ATR	1.72	1.73	0.02	1.0%	0.00
Volume	81,710,703	65,409,102	-16,301,601	-20.0%	418,422,805

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.01	144.54	142.10
R3	143.65	143.18	141.72
R2	142.29	142.29	141.60
R1	141.82	141.82	141.47	142.06
PP	140.93	140.93	140.93	141.05
S1	140.46	140.46	141.23	140.70
S2	139.57	139.57	141.10
S3	138.21	139.10	140.98
S4	136.85	137.74	140.60

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.69	153.01	144.09
R3	149.70	148.02	142.72
R2	144.71	144.71	142.26
R1	143.03	143.03	141.81	143.87
PP	139.72	139.72	139.72	140.14
S1	138.04	138.04	140.89	138.88
S2	134.73	134.73	140.44
S3	129.74	133.05	139.98
S4	124.75	128.06	138.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.40	134.70	6.70	4.7%	1.58	1.1%	99%	True	False	131,581,320
10	141.40	134.70	6.70	4.7%	1.67	1.2%	99%	True	False	144,929,057
20	143.72	134.70	9.02	6.4%	1.70	1.2%	74%	False	False	142,167,734
40	147.16	134.70	12.46	8.8%	1.50	1.1%	53%	False	False	136,704,962
60	148.11	134.70	13.41	9.5%	1.38	1.0%	50%	False	False	130,667,427
80	148.11	134.70	13.41	9.5%	1.32	0.9%	50%	False	False	124,790,121
100	148.11	132.60	15.51	11.0%	1.35	1.0%	56%	False	False	127,287,153
120	148.11	127.14	20.97	14.8%	1.42	1.0%	68%	False	False	134,315,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147.18
2.618	144.96
1.618	143.60
1.000	142.76
0.618	142.24
HIGH	141.40
0.618	140.88
0.500	140.72
0.382	140.56
LOW	140.04
0.618	139.20
1.000	138.68
1.618	137.84
2.618	136.48
4.250	134.26

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	141.14	140.81
PP	140.93	140.28
S1	140.72	139.74

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

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