SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-May-2010

Day Change Summary
	Previous	Current
	06-May-2010	07-May-2010	Change	Change %	Previous Week
Open	116.26	112.64	-3.62	-3.1%	119.38
High	117.00	113.77	-3.23	-2.8%	120.68
Low	105.00	109.41	4.41	4.2%	105.00
Close	112.94	111.26	-1.68	-1.5%	111.26
Range	12.00	4.36	-7.64	-63.7%	15.68
ATR	2.37	2.51	0.14	6.0%	0.00
Volume	636,142,490	636,808,330	665,840	0.1%	2,144,569,326

Daily Pivots for day following 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.56	122.27	113.66
R3	120.20	117.91	112.46
R2	115.84	115.84	112.06
R1	113.55	113.55	111.66	112.52
PP	111.48	111.48	111.48	110.96
S1	109.19	109.19	110.86	108.16
S2	107.12	107.12	110.46
S3	102.76	104.83	110.06
S4	98.40	100.47	108.86

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	159.35	150.99	119.88
R3	143.67	135.31	115.57
R2	127.99	127.99	114.13
R1	119.63	119.63	112.70	115.97
PP	112.31	112.31	112.31	110.49
S1	103.95	103.95	109.82	100.29
S2	96.63	96.63	108.39
S3	80.95	88.27	106.95
S4	65.27	72.59	102.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.68	105.00	15.68	14.1%	4.36	3.9%	40%	False	False	428,913,865
10	122.12	105.00	17.12	15.4%	3.04	2.7%	37%	False	False	340,750,059
20	122.12	105.00	17.12	15.4%	2.17	1.9%	37%	False	False	264,913,850
40	122.12	105.00	17.12	15.4%	1.63	1.5%	37%	False	False	216,515,031

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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132.30
2.618	125.18
1.618	120.82
1.000	118.13
0.618	116.46
HIGH	113.77
0.618	112.10
0.500	111.59
0.382	111.08
LOW	109.41
0.618	106.72
1.000	105.05
1.618	102.36
2.618	98.00
4.250	90.88

Fisher Pivots for day following 07-May-2010
Pivot	1 day	3 day
R1	111.59	111.40
PP	111.48	111.35
S1	111.37	111.31

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

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