SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	116.72	116.27	-0.45	-0.4%	114.37
High	116.97	117.35	0.38	0.3%	116.86
Low	116.25	115.65	-0.60	-0.5%	113.18
Close	116.65	117.01	0.36	0.3%	116.54
Range	0.72	1.70	0.98	136.1%	3.68
ATR	1.45	1.46	0.02	1.3%	0.00
Volume	102,924,111	181,755,047	78,830,936	76.6%	886,189,666

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.77	121.09	117.95
R3	120.07	119.39	117.48
R2	118.37	118.37	117.32
R1	117.69	117.69	117.17	118.03
PP	116.67	116.67	116.67	116.84
S1	115.99	115.99	116.85	116.33
S2	114.97	114.97	116.70
S3	113.27	114.29	116.54
S4	111.57	112.59	116.08

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.57	125.23	118.56
R3	122.89	121.55	117.55
R2	119.21	119.21	117.21
R1	117.87	117.87	116.87	118.54
PP	115.53	115.53	115.53	115.86
S1	114.19	114.19	116.20	114.86
S2	111.85	111.85	115.86
S3	108.17	110.51	115.53
S4	104.49	106.83	114.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.35	115.19	2.16	1.8%	1.16	1.0%	84%	True	False	155,110,736
10	117.35	113.18	4.17	3.6%	1.34	1.1%	92%	True	False	181,195,096
20	117.35	111.98	5.37	4.6%	1.32	1.1%	94%	True	False	189,969,778
40	117.35	104.29	13.06	11.2%	1.37	1.2%	97%	True	False	196,799,532
60	117.35	104.29	13.06	11.2%	1.41	1.2%	97%	True	False	198,908,494
80	117.35	101.13	16.22	13.9%	1.53	1.3%	98%	True	False	208,524,433
100	117.35	101.13	16.22	13.9%	1.66	1.4%	98%	True	False	224,529,835
120	122.12	101.13	20.99	17.9%	1.82	1.6%	76%	False	False	243,105,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124.58
2.618	121.80
1.618	120.10
1.000	119.05
0.618	118.40
HIGH	117.35
0.618	116.70
0.500	116.50
0.382	116.30
LOW	115.65
0.618	114.60
1.000	113.95
1.618	112.90
2.618	111.20
4.250	108.43

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	116.84	116.83
PP	116.67	116.66
S1	116.50	116.48

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

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