SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	128.21	128.63	0.42	0.3%	126.71
High	128.72	128.69	-0.03	0.0%	127.83
Low	127.99	128.05	0.06	0.0%	126.15
Close	128.58	128.37	-0.21	-0.2%	127.14
Range	0.73	0.64	-0.09	-12.3%	1.68
ATR	1.05	1.02	-0.03	-2.8%	0.00
Volume	107,344,690	128,975,422	21,630,732	20.2%	688,050,239

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.29	129.97	128.72
R3	129.65	129.33	128.54
R2	129.01	129.01	128.48
R1	128.69	128.69	128.43	128.53
PP	128.37	128.37	128.37	128.29
S1	128.05	128.05	128.31	127.89
S2	127.73	127.73	128.25
S3	127.09	127.41	128.19
S4	126.45	126.77	128.02

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	128.72	126.15	2.57	2.0%	0.95	0.7%	86%	False	False	124,932,430
10	128.72	125.33	3.39	2.6%	0.95	0.7%	90%	False	False	124,795,954
20	128.72	123.75	4.97	3.9%	0.79	0.6%	93%	False	False	108,894,750
40	128.72	117.74	10.98	8.6%	0.93	0.7%	97%	False	False	136,787,663
60	128.72	116.87	11.85	9.2%	1.04	0.8%	97%	False	False	153,148,197
80	128.72	112.18	16.54	12.9%	1.12	0.9%	98%	False	False	162,720,814
100	128.72	104.29	24.43	19.0%	1.17	0.9%	99%	False	False	171,440,091
120	128.72	104.29	24.43	19.0%	1.21	0.9%	99%	False	False	174,991,461

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	131.41
2.618	130.37
1.618	129.73
1.000	129.33
0.618	129.09
HIGH	128.69
0.618	128.45
0.500	128.37
0.382	128.29
LOW	128.05
0.618	127.65
1.000	127.41
1.618	127.01
2.618	126.37
4.250	125.33

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	128.37	128.19
PP	128.37	128.01
S1	128.37	127.84

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

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