SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	144.00	143.42	-0.58	-0.4%	142.80
High	144.55	143.83	-0.72	-0.5%	142.92
Low	143.31	142.28	-1.03	-0.7%	140.37
Close	143.51	142.63	-0.88	-0.6%	142.42
Range	1.24	1.55	0.31	25.0%	2.55
ATR	1.43	1.44	0.01	0.6%	0.00
Volume	145,880,000	135,714,891	-10,165,109	-7.0%	611,525,906

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.56	146.65	143.48
R3	146.01	145.10	143.06
R2	144.46	144.46	142.91
R1	143.55	143.55	142.77	143.23
PP	142.91	142.91	142.91	142.76
S1	142.00	142.00	142.49	141.68
S2	141.36	141.36	142.35
S3	139.81	140.45	142.20
S4	138.26	138.90	141.78

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	144.55	141.67	2.88	2.0%	1.12	0.8%	33%	False	False	128,346,420
10	144.55	140.37	4.18	2.9%	1.16	0.8%	54%	False	False	128,109,990
20	144.55	134.70	9.85	6.9%	1.34	0.9%	81%	False	False	133,703,870
40	146.52	134.70	11.82	8.3%	1.50	1.0%	67%	False	False	139,260,872
60	147.17	134.70	12.47	8.7%	1.40	1.0%	64%	False	False	133,741,330
80	148.11	134.70	13.41	9.4%	1.34	0.9%	59%	False	False	128,430,707
100	148.11	133.03	15.08	10.6%	1.33	0.9%	64%	False	False	127,685,532
120	148.11	130.85	17.26	12.1%	1.34	0.9%	68%	False	False	128,947,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	150.42
2.618	147.89
1.618	146.34
1.000	145.38
0.618	144.79
HIGH	143.83
0.618	143.24
0.500	143.06
0.382	142.87
LOW	142.28
0.618	141.32
1.000	140.73
1.618	139.77
2.618	138.22
4.250	135.69

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	143.06	143.42
PP	142.91	143.15
S1	142.77	142.89

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

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