SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	142.53	142.21	-0.32	-0.2%	142.80
High	142.69	142.81	0.12	0.1%	142.92
Low	141.67	142.15	0.48	0.3%	140.37
Close	142.42	142.47	0.05	0.0%	142.42
Range	1.02	0.66	-0.36	-35.3%	2.55
ATR	1.49	1.43	-0.06	-4.0%	0.00
Volume	108,726,305	98,840,594	-9,885,711	-9.1%	611,525,906

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.46	144.12	142.83
R3	143.80	143.46	142.65
R2	143.14	143.14	142.59
R1	142.80	142.80	142.53	142.97
PP	142.48	142.48	142.48	142.56
S1	142.14	142.14	142.41	142.31
S2	141.82	141.82	142.35
S3	141.16	141.48	142.29
S4	140.50	140.82	142.11

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.55	148.54	143.82
R3	147.00	145.99	143.12
R2	144.45	144.45	142.89
R1	143.44	143.44	142.65	142.67
PP	141.90	141.90	141.90	141.52
S1	140.89	140.89	142.19	140.12
S2	139.35	139.35	141.95
S3	136.80	138.34	141.72
S4	134.25	135.79	141.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.81	140.37	2.44	1.7%	1.07	0.8%	86%	True	False	117,142,059
10	142.92	139.00	3.92	2.8%	1.25	0.9%	89%	False	False	130,375,300
20	142.92	134.70	8.22	5.8%	1.42	1.0%	95%	False	False	132,605,634
40	146.52	134.70	11.82	8.3%	1.50	1.1%	66%	False	False	137,293,547
60	148.11	134.70	13.41	9.4%	1.42	1.0%	58%	False	False	135,083,156
80	148.11	134.70	13.41	9.4%	1.32	0.9%	58%	False	False	126,426,445
100	148.11	133.03	15.08	10.6%	1.33	0.9%	63%	False	False	127,203,272
120	148.11	130.85	17.26	12.1%	1.37	1.0%	67%	False	False	129,903,089

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	145.62
2.618	144.54
1.618	143.88
1.000	143.47
0.618	143.22
HIGH	142.81
0.618	142.56
0.500	142.48
0.382	142.40
LOW	142.15
0.618	141.74
1.000	141.49
1.618	141.08
2.618	140.42
4.250	139.35

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	142.48	142.31
PP	142.48	142.15
S1	142.47	141.99

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

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