SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	144.00	145.53	1.53	1.1%	142.21
High	145.50	145.58	0.08	0.1%	144.55
Low	143.79	144.24	0.45	0.3%	141.88
Close	145.37	144.29	-1.08	-0.7%	142.11
Range	1.71	1.34	-0.37	-21.6%	2.67
ATR	1.44	1.43	-0.01	-0.5%	0.00
Volume	177,762,719	150,895,297	-26,867,422	-15.1%	670,707,392

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.72	147.85	145.03
R3	147.38	146.51	144.66
R2	146.04	146.04	144.54
R1	145.17	145.17	144.41	144.94
PP	144.70	144.70	144.70	144.59
S1	143.83	143.83	144.17	143.60
S2	143.36	143.36	144.04
S3	142.02	142.49	143.92
S4	140.68	141.15	143.55

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	145.58	141.88	3.70	2.6%	1.34	0.9%	65%	True	False	149,162,040
10	145.58	141.16	4.42	3.1%	1.16	0.8%	71%	True	False	135,504,791
20	145.58	139.00	6.58	4.6%	1.23	0.9%	80%	True	False	129,762,881
40	145.58	134.70	10.88	7.5%	1.49	1.0%	88%	True	False	140,228,182
60	147.16	134.70	12.46	8.6%	1.43	1.0%	77%	False	False	135,753,055
80	148.11	134.70	13.41	9.3%	1.35	0.9%	72%	False	False	130,704,220
100	148.11	134.70	13.41	9.3%	1.32	0.9%	72%	False	False	127,748,413
120	148.11	131.28	16.83	11.7%	1.34	0.9%	77%	False	False	129,650,731

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151.28
2.618	149.09
1.618	147.75
1.000	146.92
0.618	146.41
HIGH	145.58
0.618	145.07
0.500	144.91
0.382	144.75
LOW	144.24
0.618	143.41
1.000	142.90
1.618	142.07
2.618	140.73
4.250	138.55

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	144.91	144.20
PP	144.70	144.10
S1	144.50	144.01

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

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