SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	142.64	141.79	-0.85	-0.6%	142.47
High	142.71	142.08	-0.63	-0.4%	145.58
Low	141.35	139.92	-1.43	-1.0%	141.94
Close	141.75	141.56	-0.19	-0.1%	142.79
Range	1.36	2.16	0.80	58.8%	3.64
ATR	1.46	1.51	0.05	3.4%	0.00
Volume	106,947,602	167,920,609	60,973,007	57.0%	886,764,407

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.67	146.77	142.75
R3	145.51	144.61	142.15
R2	143.35	143.35	141.96
R1	142.45	142.45	141.76	141.82
PP	141.19	141.19	141.19	140.87
S1	140.29	140.29	141.36	139.66
S2	139.03	139.03	141.16
S3	136.87	138.13	140.97
S4	134.71	135.97	140.37

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	145.14	139.92	5.22	3.7%	1.44	1.0%	31%	False	True	148,622,679
10	145.58	139.92	5.66	4.0%	1.39	1.0%	29%	False	True	148,892,360
20	145.58	139.92	5.66	4.0%	1.26	0.9%	29%	False	True	139,269,720
40	145.58	134.70	10.88	7.7%	1.49	1.1%	63%	False	False	140,848,650
60	147.16	134.70	12.46	8.8%	1.44	1.0%	55%	False	False	137,507,023
80	148.11	134.70	13.41	9.5%	1.38	1.0%	51%	False	False	134,920,293
100	148.11	134.70	13.41	9.5%	1.31	0.9%	51%	False	False	127,162,192
120	148.11	132.60	15.51	11.0%	1.34	0.9%	58%	False	False	129,855,538

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	0.20
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	151.26
2.618	147.73
1.618	145.57
1.000	144.24
0.618	143.41
HIGH	142.08
0.618	141.25
0.500	141.00
0.382	140.75
LOW	139.92
0.618	138.59
1.000	137.76
1.618	136.43
2.618	134.27
4.250	130.74

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	141.37	141.48
PP	141.19	141.40
S1	141.00	141.32

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

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