SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Dec-2012

Day Change Summary
	Previous	Current
	17-Dec-2012	18-Dec-2012	Change	Change %	Previous Week
Open	142.47	144.00	1.53	1.1%	142.21
High	143.85	145.50	1.65	1.1%	144.55
Low	142.43	143.79	1.36	1.0%	141.88
Close	143.77	145.37	1.60	1.1%	142.11
Range	1.42	1.71	0.29	20.4%	2.67
ATR	1.42	1.44	0.02	1.6%	0.00
Volume	143,735,703	177,762,719	34,027,016	23.7%	670,707,392

Daily Pivots for day following 18-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.02	149.40	146.31
R3	148.31	147.69	145.84
R2	146.60	146.60	145.68
R1	145.98	145.98	145.53	146.29
PP	144.89	144.89	144.89	145.04
S1	144.27	144.27	145.21	144.58
S2	143.18	143.18	145.06
S3	141.47	142.56	144.90
S4	139.76	140.85	144.43

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	145.50	141.88	3.62	2.5%	1.32	0.9%	96%	True	False	148,158,981
10	145.50	140.37	5.13	3.5%	1.21	0.8%	97%	True	False	135,145,302
20	145.50	138.08	7.42	5.1%	1.23	0.8%	98%	True	False	128,208,481
40	145.56	134.70	10.86	7.5%	1.51	1.0%	98%	False	False	141,096,927
60	147.16	134.70	12.46	8.6%	1.43	1.0%	86%	False	False	135,050,424
80	148.11	134.70	13.41	9.2%	1.35	0.9%	80%	False	False	130,210,632
100	148.11	134.70	13.41	9.2%	1.32	0.9%	80%	False	False	127,803,898
120	148.11	131.28	16.83	11.6%	1.34	0.9%	84%	False	False	129,293,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	152.77
2.618	149.98
1.618	148.27
1.000	147.21
0.618	146.56
HIGH	145.50
0.618	144.85
0.500	144.65
0.382	144.44
LOW	143.79
0.618	142.73
1.000	142.08
1.618	141.02
2.618	139.31
4.250	136.52

Fisher Pivots for day following 18-Dec-2012
Pivot	1 day	3 day
R1	145.13	144.81
PP	144.89	144.25
S1	144.65	143.69

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

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