SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jan-2013

Day Change Summary
	Previous	Current
	04-Jan-2013	07-Jan-2013	Change	Change %	Previous Week
Open	145.97	145.85	-0.12	-0.1%	139.66
High	146.61	146.44	-0.17	-0.1%	146.61
Low	145.67	145.43	-0.24	-0.2%	139.54
Close	146.37	145.97	-0.40	-0.3%	146.37
Range	0.94	1.01	0.07	7.4%	7.07
ATR	1.67	1.63	-0.05	-2.8%	0.00
Volume	116,817,602	110,002,492	-6,815,110	-5.8%	697,590,290

Daily Pivots for day following 07-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148.98	148.48	146.53
R3	147.97	147.47	146.25
R2	146.96	146.96	146.16
R1	146.46	146.46	146.06	146.71
PP	145.95	145.95	145.95	146.07
S1	145.45	145.45	145.88	145.70
S2	144.94	144.94	145.78
S3	143.93	144.44	145.69
S4	142.92	143.43	145.41

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	165.38	162.95	150.26
R3	158.31	155.88	148.31
R2	151.24	151.24	147.67
R1	148.81	148.81	147.02	150.03
PP	144.17	144.17	144.17	144.78
S1	141.74	141.74	145.72	142.96
S2	137.10	137.10	145.07
S3	130.03	134.67	144.43
S4	122.96	127.60	142.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.61	139.54	7.07	4.8%	1.48	1.0%	91%	False	False	161,518,556
10	146.61	139.54	7.07	4.8%	1.50	1.0%	91%	False	False	153,102,588
20	146.61	139.54	7.07	4.8%	1.35	0.9%	91%	False	False	147,567,009
40	146.61	134.70	11.91	8.2%	1.45	1.0%	95%	False	False	144,461,459
60	146.61	134.70	11.91	8.2%	1.46	1.0%	95%	False	False	141,810,589
80	148.11	134.70	13.41	9.2%	1.40	1.0%	84%	False	False	137,814,543
100	148.11	134.70	13.41	9.2%	1.33	0.9%	84%	False	False	130,395,051
120	148.11	133.03	15.08	10.3%	1.34	0.9%	86%	False	False	130,834,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.73
2.618	149.08
1.618	148.07
1.000	147.45
0.618	147.06
HIGH	146.44
0.618	146.05
0.500	145.94
0.382	145.82
LOW	145.43
0.618	144.81
1.000	144.42
1.618	143.80
2.618	142.79
4.250	141.14

Fisher Pivots for day following 07-Jan-2013
Pivot	1 day	3 day
R1	145.96	145.98
PP	145.95	145.97
S1	145.94	145.97

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

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