SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	128.07	129.46	1.39	1.1%	128.29
High	128.78	130.97	2.19	1.7%	130.35
Low	127.75	129.38	1.63	1.3%	127.51
Close	128.68	130.74	2.06	1.6%	127.72
Range	1.03	1.59	0.56	54.4%	2.84
ATR	1.15	1.23	0.08	7.0%	0.00
Volume	149,106,650	166,921,316	17,814,666	11.9%	840,869,768

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.13	134.53	131.61
R3	133.54	132.94	131.18
R2	131.95	131.95	131.03
R1	131.35	131.35	130.89	131.65
PP	130.36	130.36	130.36	130.52
S1	129.76	129.76	130.59	130.06
S2	128.77	128.77	130.45
S3	127.18	128.17	130.30
S4	125.59	126.58	129.87

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.05	135.22	129.28
R3	134.21	132.38	128.50
R2	131.37	131.37	128.24
R1	129.54	129.54	127.98	129.04
PP	128.53	128.53	128.53	128.27
S1	126.70	126.70	127.46	126.20
S2	125.69	125.69	127.20
S3	122.85	123.86	126.94
S4	120.01	121.02	126.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.97	127.51	3.46	2.6%	1.40	1.1%	93%	True	False	175,175,475
10	130.97	127.13	3.84	2.9%	1.30	1.0%	94%	True	False	163,539,695
20	130.97	126.15	4.82	3.7%	1.14	0.9%	95%	True	False	144,273,558
40	130.97	122.41	8.56	6.5%	0.95	0.7%	97%	True	False	129,327,412
60	130.97	117.59	13.38	10.2%	1.04	0.8%	98%	True	False	149,025,757
80	130.97	115.61	15.36	11.7%	1.10	0.8%	99%	True	False	157,433,637
100	130.97	110.87	20.10	15.4%	1.14	0.9%	99%	True	False	164,468,502
120	130.97	104.29	26.68	20.4%	1.19	0.9%	99%	True	False	171,247,312

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.73
2.618	135.13
1.618	133.54
1.000	132.56
0.618	131.95
HIGH	130.97
0.618	130.36
0.500	130.18
0.382	129.99
LOW	129.38
0.618	128.40
1.000	127.79
1.618	126.81
2.618	125.22
4.250	122.62

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	130.55	130.24
PP	130.36	129.74
S1	130.18	129.24

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

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