SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	30-Apr-2010	03-May-2010	Change	Change %	Previous Week
Open	120.88	119.38	-1.50	-1.2%	121.85
High	121.01	120.68	-0.33	-0.3%	122.12
Low	118.78	119.20	0.42	0.4%	118.25
Close	118.81	120.35	1.54	1.3%	118.81
Range	2.23	1.48	-0.75	-33.6%	3.87
ATR	1.45	1.48	0.03	2.1%	0.00
Volume	269,860,320	182,681,566	-87,178,754	-32.3%	1,262,931,270

Daily Pivots for day following 03-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.52	123.91	121.16
R3	123.04	122.43	120.76
R2	121.56	121.56	120.62
R1	120.95	120.95	120.49	121.26
PP	120.08	120.08	120.08	120.23
S1	119.47	119.47	120.21	119.78
S2	118.60	118.60	120.08
S3	117.12	117.99	119.94
S4	115.64	116.51	119.54

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.34	128.95	120.94
R3	127.47	125.08	119.88
R2	123.60	123.60	119.52
R1	121.21	121.21	119.17	120.47
PP	119.73	119.73	119.73	119.36
S1	117.34	117.34	118.46	116.60
S2	115.86	115.86	118.10
S3	111.99	113.47	117.75
S4	108.12	109.60	116.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.33	118.25	3.08	2.6%	1.85	1.5%	68%	False	False	260,452,234
10	122.12	118.25	3.87	3.2%	1.58	1.3%	54%	False	False	221,223,060
20	122.12	117.60	4.52	3.8%	1.37	1.1%	61%	False	False	196,111,202
40	122.12	113.87	8.25	6.9%	1.21	1.0%	79%	False	False	182,848,652

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.97
2.618	124.55
1.618	123.07
1.000	122.16
0.618	121.59
HIGH	120.68
0.618	120.11
0.500	119.94
0.382	119.77
LOW	119.20
0.618	118.29
1.000	117.72
1.618	116.81
2.618	115.33
4.250	112.91

Fisher Pivots for day following 03-May-2010
Pivot	1 day	3 day
R1	120.21	120.22
PP	120.08	120.08
S1	119.94	119.95

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

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