SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	145.53	144.38	-1.15	-0.8%	142.21
High	145.58	145.14	-0.44	-0.3%	144.55
Low	144.24	143.98	-0.26	-0.2%	141.88
Close	144.29	145.12	0.83	0.6%	142.11
Range	1.34	1.16	-0.18	-13.4%	2.67
ATR	1.43	1.41	-0.02	-1.4%	0.00
Volume	150,895,297	168,486,891	17,591,594	11.7%	670,707,392

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.23	147.83	145.76
R3	147.07	146.67	145.44
R2	145.91	145.91	145.33
R1	145.51	145.51	145.23	145.71
PP	144.75	144.75	144.75	144.85
S1	144.35	144.35	145.01	144.55
S2	143.59	143.59	144.91
S3	142.43	143.19	144.80
S4	141.27	142.03	144.48

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	2.5%	1.27	0.9%	88%	False	False	155,716,440
10	145.58	141.67	3.91	2.7%	1.19	0.8%	88%	False	False	142,031,430
20	145.58	139.00	6.58	4.5%	1.26	0.9%	93%	False	False	134,101,690
40	145.58	134.70	10.88	7.5%	1.48	1.0%	96%	False	False	141,300,889
60	147.16	134.70	12.46	8.6%	1.44	1.0%	84%	False	False	136,966,471
80	148.11	134.70	13.41	9.2%	1.34	0.9%	78%	False	False	131,567,385
100	148.11	134.70	13.41	9.2%	1.30	0.9%	78%	False	False	127,065,948
120	148.11	132.60	15.51	10.7%	1.34	0.9%	81%	False	False	129,645,822

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	0.22
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	150.07
2.618	148.18
1.618	147.02
1.000	146.30
0.618	145.86
HIGH	145.14
0.618	144.70
0.500	144.56
0.382	144.42
LOW	143.98
0.618	143.26
1.000	142.82
1.618	142.10
2.618	140.94
4.250	139.05

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	144.93	144.98
PP	144.75	144.83
S1	144.56	144.69

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

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