SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Dec-2012

Day Change Summary
	Previous	Current
	14-Dec-2012	17-Dec-2012	Change	Change %	Previous Week
Open	142.32	142.47	0.15	0.1%	142.21
High	142.58	143.85	1.27	0.9%	144.55
Low	141.88	142.43	0.55	0.4%	141.88
Close	142.11	143.77	1.66	1.2%	142.11
Range	0.70	1.42	0.72	102.9%	2.67
ATR	1.39	1.42	0.02	1.8%	0.00
Volume	137,701,594	143,735,703	6,034,109	4.4%	670,707,392

Daily Pivots for day following 17-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.61	147.11	144.55
R3	146.19	145.69	144.16
R2	144.77	144.77	144.03
R1	144.27	144.27	143.90	144.52
PP	143.35	143.35	143.35	143.48
S1	142.85	142.85	143.64	143.10
S2	141.93	141.93	143.51
S3	140.51	141.43	143.38
S4	139.09	140.01	142.99

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%	1.21	0.8%	71%	False	False	143,120,500
10	144.55	140.37	4.18	2.9%	1.14	0.8%	81%	False	False	130,131,279
20	144.55	136.41	8.14	5.7%	1.29	0.9%	90%	False	False	126,895,130
40	146.52	134.70	11.82	8.2%	1.50	1.0%	77%	False	False	140,355,569
60	147.16	134.70	12.46	8.7%	1.42	1.0%	73%	False	False	134,654,540
80	148.11	134.70	13.41	9.3%	1.34	0.9%	68%	False	False	129,652,293
100	148.11	133.25	14.86	10.3%	1.32	0.9%	71%	False	False	127,316,969
120	148.11	130.93	17.18	11.9%	1.34	0.9%	75%	False	False	128,990,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149.89
2.618	147.57
1.618	146.15
1.000	145.27
0.618	144.73
HIGH	143.85
0.618	143.31
0.500	143.14
0.382	142.97
LOW	142.43
0.618	141.55
1.000	141.01
1.618	140.13
2.618	138.71
4.250	136.40

Fisher Pivots for day following 17-Dec-2012
Pivot	1 day	3 day
R1	143.56	143.47
PP	143.35	143.17
S1	143.14	142.87

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

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