SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	142.80	141.44	-1.36	-1.0%	140.65
High	142.92	141.87	-1.05	-0.7%	142.51
Low	141.34	140.87	-0.47	-0.3%	139.00
Close	141.45	141.25	-0.20	-0.1%	142.16
Range	1.58	1.00	-0.58	-36.7%	3.51
ATR	1.61	1.56	-0.04	-2.7%	0.00
Volume	124,656,203	127,622,492	2,966,289	2.4%	693,510,805

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.33	143.79	141.80
R3	143.33	142.79	141.53
R2	142.33	142.33	141.43
R1	141.79	141.79	141.34	141.56
PP	141.33	141.33	141.33	141.22
S1	140.79	140.79	141.16	140.56
S2	140.33	140.33	141.07
S3	139.33	139.79	140.98
S4	138.33	138.79	140.70

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.75	150.47	144.09
R3	148.24	146.96	143.13
R2	144.73	144.73	142.80
R1	143.45	143.45	142.48	144.09
PP	141.22	141.22	141.22	141.55
S1	139.94	139.94	141.84	140.58
S2	137.71	137.71	141.52
S3	134.20	136.43	141.19
S4	130.69	132.92	140.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.92	139.00	3.92	2.8%	1.40	1.0%	57%	False	False	143,403,820
10	142.92	138.08	4.84	3.4%	1.26	0.9%	65%	False	False	121,271,660
20	143.52	134.70	8.82	6.2%	1.63	1.2%	74%	False	False	147,398,489
40	147.16	134.70	12.46	8.8%	1.51	1.1%	53%	False	False	137,750,796
60	148.11	134.70	13.41	9.5%	1.40	1.0%	49%	False	False	133,617,212
80	148.11	134.70	13.41	9.5%	1.31	0.9%	49%	False	False	125,344,101
100	148.11	132.60	15.51	11.0%	1.35	1.0%	56%	False	False	127,714,185
120	148.11	130.85	17.26	12.2%	1.39	1.0%	60%	False	False	131,945,981

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.12
2.618	144.49
1.618	143.49
1.000	142.87
0.618	142.49
HIGH	141.87
0.618	141.49
0.500	141.37
0.382	141.25
LOW	140.87
0.618	140.25
1.000	139.87
1.618	139.25
2.618	138.25
4.250	136.62

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	141.37	141.90
PP	141.33	141.68
S1	141.29	141.47

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

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