SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	141.37	141.37	0.00	0.0%	140.65
High	142.16	142.04	-0.12	-0.1%	142.51
Low	140.37	141.16	0.79	0.6%	139.00
Close	141.50	141.98	0.48	0.3%	142.16
Range	1.79	0.88	-0.91	-50.8%	3.51
ATR	1.58	1.53	-0.05	-3.2%	0.00
Volume	147,300,406	103,220,500	-44,079,906	-29.9%	693,510,805

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.37	144.05	142.46
R3	143.49	143.17	142.22
R2	142.61	142.61	142.14
R1	142.29	142.29	142.06	142.45
PP	141.73	141.73	141.73	141.81
S1	141.41	141.41	141.90	141.57
S2	140.85	140.85	141.82
S3	139.97	140.53	141.74
S4	139.09	139.65	141.50

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	140.37	2.55	1.8%	1.20	0.8%	63%	False	False	127,873,560
10	142.92	139.00	3.92	2.8%	1.34	0.9%	76%	False	False	126,171,950
20	142.92	134.70	8.22	5.8%	1.56	1.1%	89%	False	False	141,355,909
40	146.52	134.70	11.82	8.3%	1.52	1.1%	62%	False	False	138,932,379
60	148.11	134.70	13.41	9.4%	1.42	1.0%	54%	False	False	134,563,721
80	148.11	134.70	13.41	9.4%	1.32	0.9%	54%	False	False	126,102,061
100	148.11	133.03	15.08	10.6%	1.34	0.9%	59%	False	False	127,487,983
120	148.11	130.85	17.26	12.2%	1.38	1.0%	64%	False	False	130,678,250

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145.78
2.618	144.34
1.618	143.46
1.000	142.92
0.618	142.58
HIGH	142.04
0.618	141.70
0.500	141.60
0.382	141.50
LOW	141.16
0.618	140.62
1.000	140.28
1.618	139.74
2.618	138.86
4.250	137.42

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	141.85	141.74
PP	141.73	141.50
S1	141.60	141.27

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

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