SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	115.81	115.07	-0.74	-0.6%	119.38
High	116.65	117.36	0.71	0.6%	120.68
Low	114.91	114.91	0.00	0.0%	105.00
Close	116.16	115.83	-0.33	-0.3%	111.26
Range	1.74	2.45	0.71	40.8%	15.68
ATR	2.72	2.70	-0.02	-0.7%	0.00
Volume	395,942,200	314,242,160	-81,700,040	-20.6%	2,144,569,326

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.38	122.06	117.18
R3	120.93	119.61	116.50
R2	118.48	118.48	116.28
R1	117.16	117.16	116.05	117.82
PP	116.03	116.03	116.03	116.37
S1	114.71	114.71	115.61	115.37
S2	113.58	113.58	115.38
S3	111.13	112.26	115.16
S4	108.68	109.81	114.48

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	159.35	150.99	119.88
R3	143.67	135.31	115.57
R2	127.99	127.99	114.13
R1	119.63	119.63	112.70	115.97
PP	112.31	112.31	112.31	110.49
S1	103.95	103.95	109.82	100.29
S2	96.63	96.63	108.39
S3	80.95	88.27	106.95
S4	65.27	72.59	102.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.80	105.00	12.80	11.1%	4.48	3.9%	85%	False	False	462,376,332
10	121.11	105.00	16.11	13.9%	3.07	2.6%	67%	False	False	361,876,334
20	122.12	105.00	17.12	14.8%	2.30	2.0%	63%	False	False	288,664,369
40	122.12	105.00	17.12	14.8%	1.69	1.5%	63%	False	False	226,558,158

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.77
2.618	123.77
1.618	121.32
1.000	119.81
0.618	118.87
HIGH	117.36
0.618	116.42
0.500	116.14
0.382	115.85
LOW	114.91
0.618	113.40
1.000	112.46
1.618	110.95
2.618	108.50
4.250	104.50

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	116.14	115.02
PP	116.03	114.20
S1	115.93	113.39

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

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