SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2013

Day Change Summary
	Previous	Current
	10-Jan-2013	11-Jan-2013	Change	Change %	Previous Week
Open	146.73	147.05	0.32	0.2%	145.85
High	147.09	147.15	0.06	0.0%	147.15
Low	145.97	146.61	0.64	0.4%	144.98
Close	147.08	147.07	-0.01	0.0%	147.07
Range	1.12	0.54	-0.58	-51.8%	2.17
ATR	1.50	1.43	-0.07	-4.6%	0.00
Volume	130,735,297	113,917,203	-16,818,094	-12.9%	566,665,500

Daily Pivots for day following 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148.56	148.36	147.37
R3	148.02	147.82	147.22
R2	147.48	147.48	147.17
R1	147.28	147.28	147.12	147.38
PP	146.94	146.94	146.94	147.00
S1	146.74	146.74	147.02	146.84
S2	146.40	146.40	146.97
S3	145.86	146.20	146.92
S4	145.32	145.66	146.77

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	152.91	152.16	148.26
R3	150.74	149.99	147.67
R2	148.57	148.57	147.47
R1	147.82	147.82	147.27	148.20
PP	146.40	146.40	146.40	146.59
S1	145.65	145.65	146.87	146.03
S2	144.23	144.23	146.67
S3	142.06	143.48	146.47
S4	139.89	141.31	145.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.15	144.98	2.17	1.5%	0.86	0.6%	96%	True	False	113,333,100
10	147.15	139.54	7.61	5.2%	1.22	0.8%	99%	True	False	141,306,238
20	147.15	139.54	7.61	5.2%	1.31	0.9%	99%	True	False	145,099,299
40	147.15	134.70	12.45	8.5%	1.36	0.9%	99%	True	False	140,796,334
60	147.15	134.70	12.45	8.5%	1.43	1.0%	99%	True	False	140,739,916
80	147.19	134.70	12.49	8.5%	1.37	0.9%	99%	False	False	136,377,232
100	148.11	134.70	13.41	9.1%	1.32	0.9%	92%	False	False	131,315,212
120	148.11	133.03	15.08	10.3%	1.32	0.9%	93%	False	False	130,647,433

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	149.45
2.618	148.56
1.618	148.02
1.000	147.69
0.618	147.48
HIGH	147.15
0.618	146.94
0.500	146.88
0.382	146.82
LOW	146.61
0.618	146.28
1.000	146.07
1.618	145.74
2.618	145.20
4.250	144.32

Fisher Pivots for day following 11-Jan-2013
Pivot	1 day	3 day
R1	147.01	146.85
PP	146.94	146.62
S1	146.88	146.40

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

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