SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	143.42	142.32	-1.10	-0.8%	142.21
High	143.83	142.58	-1.25	-0.9%	144.55
Low	142.28	141.88	-0.40	-0.3%	141.88
Close	142.63	142.11	-0.52	-0.4%	142.11
Range	1.55	0.70	-0.85	-54.8%	2.67
ATR	1.44	1.39	-0.05	-3.4%	0.00
Volume	135,714,891	137,701,594	1,986,703	1.5%	670,707,392

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.29	143.90	142.50
R3	143.59	143.20	142.30
R2	142.89	142.89	142.24
R1	142.50	142.50	142.17	142.35
PP	142.19	142.19	142.19	142.11
S1	141.80	141.80	142.05	141.65
S2	141.49	141.49	141.98
S3	140.79	141.10	141.92
S4	140.09	140.40	141.73

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.86	149.15	143.58
R3	148.19	146.48	142.84
R2	145.52	145.52	142.60
R1	143.81	143.81	142.35	143.33
PP	142.85	142.85	142.85	142.61
S1	141.14	141.14	141.87	140.66
S2	140.18	140.18	141.62
S3	137.51	138.47	141.38
S4	134.84	135.80	140.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.55	141.88	2.67	1.9%	1.05	0.7%	9%	False	True	134,141,478
10	144.55	140.37	4.18	2.9%	1.15	0.8%	42%	False	False	128,223,329
20	144.55	134.70	9.85	6.9%	1.31	0.9%	75%	False	False	131,682,535
40	146.52	134.70	11.82	8.3%	1.49	1.0%	63%	False	False	139,983,027
60	147.17	134.70	12.47	8.8%	1.41	1.0%	59%	False	False	134,397,581
80	148.11	134.70	13.41	9.4%	1.34	0.9%	55%	False	False	129,174,214
100	148.11	133.03	15.08	10.6%	1.32	0.9%	60%	False	False	127,611,741
120	148.11	130.85	17.26	12.1%	1.34	0.9%	65%	False	False	129,011,823

Crabel Price Patterns
NR	True
NR4	True
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	0.31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145.56
2.618	144.41
1.618	143.71
1.000	143.28
0.618	143.01
HIGH	142.58
0.618	142.31
0.500	142.23
0.382	142.15
LOW	141.88
0.618	141.45
1.000	141.18
1.618	140.75
2.618	140.05
4.250	138.91

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	142.23	143.22
PP	142.19	142.85
S1	142.15	142.48

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

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