SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	126.58	127.44	0.86	0.7%	126.71
High	127.16	127.74	0.58	0.5%	127.83
Low	126.20	126.95	0.75	0.6%	126.15
Close	126.98	127.43	0.45	0.4%	127.14
Range	0.96	0.79	-0.17	-17.7%	1.68
ATR	1.05	1.03	-0.02	-1.7%	0.00
Volume	122,198,298	110,183,265	-12,015,033	-9.8%	688,050,239

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.74	129.38	127.86
R3	128.95	128.59	127.65
R2	128.16	128.16	127.57
R1	127.80	127.80	127.50	127.59
PP	127.37	127.37	127.37	127.27
S1	127.01	127.01	127.36	126.80
S2	126.58	126.58	127.29
S3	125.79	126.22	127.21
S4	125.00	125.43	127.00

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.08	131.29	128.06
R3	130.40	129.61	127.60
R2	128.72	128.72	127.45
R1	127.93	127.93	127.29	128.33
PP	127.04	127.04	127.04	127.24
S1	126.25	126.25	126.99	126.65
S2	125.36	125.36	126.83
S3	123.68	124.57	126.68
S4	122.00	122.89	126.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.83	126.15	1.68	1.3%	1.09	0.9%	76%	False	False	128,920,842
10	127.83	125.33	2.50	2.0%	0.90	0.7%	84%	False	False	114,620,269
20	127.83	123.75	4.08	3.2%	0.82	0.6%	90%	False	False	112,446,704
40	127.83	117.59	10.24	8.0%	0.97	0.8%	96%	False	False	142,464,997
60	127.83	116.02	11.81	9.3%	1.07	0.8%	97%	False	False	156,233,997
80	127.83	112.18	15.65	12.3%	1.15	0.9%	97%	False	False	165,803,227
100	127.83	104.29	23.54	18.5%	1.18	0.9%	98%	False	False	172,803,545
120	127.83	104.29	23.54	18.5%	1.22	1.0%	98%	False	False	176,388,078

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	0.18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	131.10
2.618	129.81
1.618	129.02
1.000	128.53
0.618	128.23
HIGH	127.74
0.618	127.44
0.500	127.35
0.382	127.25
LOW	126.95
0.618	126.46
1.000	126.16
1.618	125.67
2.618	124.88
4.250	123.59

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	127.40	127.27
PP	127.37	127.12
S1	127.35	126.96

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

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