SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2013

Day Change Summary
	Previous	Current
	02-Jan-2013	03-Jan-2013	Change	Change %	Previous Week
Open	145.11	145.99	0.88	0.6%	142.48
High	146.15	146.37	0.22	0.2%	142.71
Low	144.73	145.34	0.61	0.4%	139.87
Close	146.06	145.73	-0.33	-0.2%	140.03
Range	1.42	1.03	-0.39	-27.5%	2.84
ATR	1.78	1.73	-0.05	-3.0%	0.00
Volume	192,058,906	144,761,688	-47,297,218	-24.6%	477,549,305

Daily Pivots for day following 03-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148.90	148.35	146.30
R3	147.87	147.32	146.01
R2	146.84	146.84	145.92
R1	146.29	146.29	145.82	146.05
PP	145.81	145.81	145.81	145.70
S1	145.26	145.26	145.64	145.02
S2	144.78	144.78	145.54
S3	143.75	144.23	145.45
S4	142.72	143.20	145.16

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.39	147.55	141.59
R3	146.55	144.71	140.81
R2	143.71	143.71	140.55
R1	141.87	141.87	140.29	141.37
PP	140.87	140.87	140.87	140.62
S1	139.03	139.03	139.77	138.53
S2	138.03	138.03	139.51
S3	135.19	136.19	139.25
S4	132.35	133.35	138.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.37	139.54	6.83	4.7%	1.84	1.3%	91%	True	False	179,499,978
10	146.37	139.54	6.83	4.7%	1.56	1.1%	91%	True	False	162,358,797
20	146.37	139.54	6.83	4.7%	1.38	0.9%	91%	True	False	148,752,050
40	146.37	134.70	11.67	8.0%	1.50	1.0%	95%	True	False	148,075,269
60	147.16	134.70	12.46	8.6%	1.47	1.0%	89%	False	False	141,417,881
80	148.11	134.70	13.41	9.2%	1.40	1.0%	82%	False	False	137,400,922
100	148.11	134.70	13.41	9.2%	1.33	0.9%	82%	False	False	130,025,690
120	148.11	132.60	15.51	10.6%	1.36	0.9%	85%	False	False	131,220,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	150.75
2.618	149.07
1.618	148.04
1.000	147.40
0.618	147.01
HIGH	146.37
0.618	145.98
0.500	145.86
0.382	145.73
LOW	145.34
0.618	144.70
1.000	144.31
1.618	143.67
2.618	142.64
4.250	140.96

Fisher Pivots for day following 03-Jan-2013
Pivot	1 day	3 day
R1	145.86	144.81
PP	145.81	143.88
S1	145.77	142.96

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

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