SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	140.65	140.91	0.26	0.2%	137.90
High	141.36	141.39	0.03	0.0%	141.40
Low	140.19	140.24	0.05	0.0%	136.41
Close	141.05	140.33	-0.72	-0.5%	141.35
Range	1.17	1.15	-0.02	-1.7%	4.99
ATR	1.69	1.65	-0.04	-2.3%	0.00
Volume	100,124,305	128,646,094	28,521,789	28.5%	418,422,805

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.10	143.37	140.96
R3	142.95	142.22	140.65
R2	141.80	141.80	140.54
R1	141.07	141.07	140.44	140.86
PP	140.65	140.65	140.65	140.55
S1	139.92	139.92	140.22	139.71
S2	139.50	139.50	140.12
S3	138.35	138.77	140.01
S4	137.20	137.62	139.70

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	138.08	3.32	2.4%	1.11	0.8%	68%	False	False	99,139,500
10	141.40	134.70	6.70	4.8%	1.63	1.2%	84%	False	False	137,932,838
20	143.72	134.70	9.02	6.4%	1.67	1.2%	62%	False	False	140,874,429
40	147.16	134.70	12.46	8.9%	1.50	1.1%	45%	False	False	135,965,914
60	148.11	134.70	13.41	9.6%	1.39	1.0%	42%	False	False	132,128,874
80	148.11	134.70	13.41	9.6%	1.31	0.9%	42%	False	False	124,415,148
100	148.11	132.60	15.51	11.1%	1.35	1.0%	50%	False	False	127,476,357
120	148.11	129.93	18.18	13.0%	1.42	1.0%	57%	False	False	133,170,136

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	146.28
2.618	144.40
1.618	143.25
1.000	142.54
0.618	142.10
HIGH	141.39
0.618	140.95
0.500	140.82
0.382	140.68
LOW	140.24
0.618	139.53
1.000	139.09
1.618	138.38
2.618	137.23
4.250	135.35

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	140.82	140.72
PP	140.65	140.59
S1	140.49	140.46

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

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