SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-May-2010

Day Change Summary
	Previous	Current
	07-May-2010	10-May-2010	Change	Change %	Previous Week
Open	112.64	115.81	3.17	2.8%	119.38
High	113.77	116.65	2.88	2.5%	120.68
Low	109.41	114.91	5.50	5.0%	105.00
Close	111.26	116.16	4.90	4.4%	111.26
Range	4.36	1.74	-2.62	-60.1%	15.68
ATR	2.51	2.72	0.21	8.2%	0.00
Volume	636,808,330	395,942,200	-240,866,130	-37.8%	2,144,569,326

Daily Pivots for day following 10-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.13	120.38	117.12
R3	119.39	118.64	116.64
R2	117.65	117.65	116.48
R1	116.90	116.90	116.32	117.28
PP	115.91	115.91	115.91	116.09
S1	115.16	115.16	116.00	115.54
S2	114.17	114.17	115.84
S3	112.43	113.42	115.68
S4	110.69	111.68	115.20

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	119.03	105.00	14.03	12.1%	4.41	3.8%	80%	False	False	471,565,992
10	121.33	105.00	16.33	14.1%	3.13	2.7%	68%	False	False	366,009,113
20	122.12	105.00	17.12	14.7%	2.23	1.9%	65%	False	False	279,200,912
40	122.12	105.00	17.12	14.7%	1.66	1.4%	65%	False	False	222,365,441

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.50
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124.05
2.618	121.21
1.618	119.47
1.000	118.39
0.618	117.73
HIGH	116.65
0.618	115.99
0.500	115.78
0.382	115.57
LOW	114.91
0.618	113.83
1.000	113.17
1.618	112.09
2.618	110.35
4.250	107.52

Fisher Pivots for day following 10-May-2010
Pivot	1 day	3 day
R1	116.03	114.44
PP	115.91	112.72
S1	115.78	111.00

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

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