SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-May-2010

Day Change Summary
	Previous	Current
	13-May-2010	14-May-2010	Change	Change %	Previous Week
Open	117.13	115.12	-2.01	-1.7%	115.81
High	117.68	115.33	-2.35	-2.0%	117.68
Low	115.89	112.87	-3.02	-2.6%	112.87
Close	115.99	113.89	-2.10	-1.8%	113.89
Range	1.79	2.46	0.67	37.4%	4.81
ATR	2.57	2.61	0.04	1.5%	0.00
Volume	234,343,601	345,536,690	111,193,089	47.4%	1,525,470,754

Daily Pivots for day following 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.41	120.11	115.24
R3	118.95	117.65	114.57
R2	116.49	116.49	114.34
R1	115.19	115.19	114.12	114.61
PP	114.03	114.03	114.03	113.74
S1	112.73	112.73	113.66	112.15
S2	111.57	111.57	113.44
S3	109.11	110.27	113.21
S4	106.65	107.81	112.54

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.24	126.38	116.54
R3	124.43	121.57	115.21
R2	119.62	119.62	114.77
R1	116.76	116.76	114.33	115.79
PP	114.81	114.81	114.81	114.33
S1	111.95	111.95	113.45	110.98
S2	110.00	110.00	113.01
S3	105.19	107.14	112.57
S4	100.38	102.33	111.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.68	112.87	4.81	4.2%	1.99	1.8%	21%	False	True	305,094,150
10	120.68	105.00	15.68	13.8%	3.18	2.8%	57%	False	False	367,004,008
20	122.12	105.00	17.12	15.0%	2.37	2.1%	52%	False	False	295,861,103
40	122.12	105.00	17.12	15.0%	1.77	1.6%	52%	False	False	233,388,549

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.79
2.618	121.77
1.618	119.31
1.000	117.79
0.618	116.85
HIGH	115.33
0.618	114.39
0.500	114.10
0.382	113.81
LOW	112.87
0.618	111.35
1.000	110.41
1.618	108.89
2.618	106.43
4.250	102.42

Fisher Pivots for day following 14-May-2010
Pivot	1 day	3 day
R1	114.10	115.28
PP	114.03	114.81
S1	113.96	114.35

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

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