SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2012

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	144.38	142.17	-2.21	-1.5%	142.47
High	145.14	144.09	-1.05	-0.7%	145.58
Low	143.98	141.94	-2.04	-1.4%	141.94
Close	145.12	142.79	-2.33	-1.6%	142.79
Range	1.16	2.15	0.99	85.3%	3.64
ATR	1.41	1.54	0.13	8.9%	0.00
Volume	168,486,891	245,883,797	77,396,906	45.9%	886,764,407

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.39	148.24	143.97
R3	147.24	146.09	143.38
R2	145.09	145.09	143.18
R1	143.94	143.94	142.99	144.52
PP	142.94	142.94	142.94	143.23
S1	141.79	141.79	142.59	142.37
S2	140.79	140.79	142.40
S3	138.64	139.64	142.20
S4	136.49	137.49	141.61

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.36	152.21	144.79
R3	150.72	148.57	143.79
R2	147.08	147.08	143.46
R1	144.93	144.93	143.12	146.01
PP	143.44	143.44	143.44	143.97
S1	141.29	141.29	142.46	142.37
S2	139.80	139.80	142.12
S3	136.16	137.65	141.79
S4	132.52	134.01	140.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.58	141.94	3.64	2.5%	1.56	1.1%	23%	False	True	177,352,881
10	145.58	141.88	3.70	2.6%	1.31	0.9%	25%	False	False	155,747,179
20	145.58	139.00	6.58	4.6%	1.30	0.9%	58%	False	False	143,125,425
40	145.58	134.70	10.88	7.6%	1.50	1.1%	74%	False	False	142,646,579
60	147.16	134.70	12.46	8.7%	1.44	1.0%	65%	False	False	138,845,116
80	148.11	134.70	13.41	9.4%	1.36	1.0%	60%	False	False	133,781,927
100	148.11	134.70	13.41	9.4%	1.31	0.9%	60%	False	False	128,457,182
120	148.11	132.60	15.51	10.9%	1.34	0.9%	66%	False	False	129,926,865

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	0.23
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	153.23
2.618	149.72
1.618	147.57
1.000	146.24
0.618	145.42
HIGH	144.09
0.618	143.27
0.500	143.02
0.382	142.76
LOW	141.94
0.618	140.61
1.000	139.79
1.618	138.46
2.618	136.31
4.250	132.80

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	143.02	143.76
PP	142.94	143.44
S1	142.87	143.11

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

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