SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	121.20	122.14	0.94	0.8%	118.50
High	122.65	123.03	0.38	0.3%	123.03
Low	121.13	122.11	0.98	0.8%	117.74
Close	122.56	122.89	0.33	0.3%	122.89
Range	1.52	0.92	-0.60	-39.5%	5.29
ATR	1.63	1.58	-0.05	-3.1%	0.00
Volume	191,033,096	151,218,494	-39,814,602	-20.8%	1,020,114,470

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.44	125.08	123.40
R3	124.52	124.16	123.14
R2	123.60	123.60	123.06
R1	123.24	123.24	122.97	123.42
PP	122.68	122.68	122.68	122.77
S1	122.32	122.32	122.81	122.50
S2	121.76	121.76	122.72
S3	120.84	121.40	122.64
S4	119.92	120.48	122.38

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.09	135.28	125.80
R3	131.80	129.99	124.34
R2	126.51	126.51	123.86
R1	124.70	124.70	123.37	125.61
PP	121.22	121.22	121.22	121.67
S1	119.41	119.41	122.41	120.32
S2	115.93	115.93	121.92
S3	110.64	114.12	121.44
S4	105.35	108.83	119.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.03	117.74	5.29	4.3%	1.32	1.1%	97%	True	False	204,022,894
10	123.03	117.74	5.29	4.3%	1.22	1.0%	97%	True	False	179,618,256
20	123.03	117.59	5.44	4.4%	1.24	1.0%	97%	True	False	188,422,447
40	123.03	115.61	7.42	6.0%	1.26	1.0%	98%	True	False	185,539,863
60	123.03	110.87	12.16	9.9%	1.26	1.0%	99%	True	False	187,895,895
80	123.03	104.29	18.74	15.2%	1.32	1.1%	99%	True	False	192,207,262
100	123.03	104.29	18.74	15.2%	1.38	1.1%	99%	True	False	195,945,186
120	123.03	101.13	21.90	17.8%	1.43	1.2%	99%	True	False	202,452,182

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	126.94
2.618	125.44
1.618	124.52
1.000	123.95
0.618	123.60
HIGH	123.03
0.618	122.68
0.500	122.57
0.382	122.46
LOW	122.11
0.618	121.54
1.000	121.19
1.618	120.62
2.618	119.70
4.250	118.20

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	122.78	122.46
PP	122.68	122.04
S1	122.57	121.61

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

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