SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	110.54	110.37	-0.17	-0.2%	106.58
High	110.99	110.51	-0.48	-0.4%	110.99
Low	109.95	109.55	-0.40	-0.4%	104.49
Close	110.89	109.64	-1.25	-1.1%	110.89
Range	1.04	0.96	-0.08	-7.7%	6.50
ATR	1.82	1.79	-0.03	-1.9%	0.00
Volume	212,125,752	141,823,657	-70,302,095	-33.1%	1,076,184,407

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	112.78	112.17	110.17
R3	111.82	111.21	109.90
R2	110.86	110.86	109.82
R1	110.25	110.25	109.73	110.08
PP	109.90	109.90	109.90	109.81
S1	109.29	109.29	109.55	109.12
S2	108.94	108.94	109.46
S3	107.98	108.33	109.38
S4	107.02	107.37	109.11

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.29	126.09	114.47
R3	121.79	119.59	112.68
R2	115.29	115.29	112.08
R1	113.09	113.09	111.49	114.19
PP	108.79	108.79	108.79	109.34
S1	106.59	106.59	110.29	107.69
S2	102.29	102.29	109.70
S3	95.79	100.09	109.10
S4	89.29	93.59	107.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.99	104.49	6.50	5.9%	1.29	1.2%	79%	False	False	210,220,824
10	110.99	104.29	6.70	6.1%	1.59	1.4%	80%	False	False	226,753,655
20	112.98	104.29	8.69	7.9%	1.52	1.4%	62%	False	False	216,080,638
40	113.18	104.29	8.89	8.1%	1.55	1.4%	60%	False	False	210,520,499
60	113.20	101.13	12.07	11.0%	1.63	1.5%	71%	False	False	219,471,649
80	115.33	101.13	14.20	13.0%	1.85	1.7%	60%	False	False	247,457,918
100	122.12	101.13	20.99	19.1%	1.95	1.8%	41%	False	False	257,346,987
120	122.12	101.13	20.99	19.1%	1.81	1.6%	41%	False	False	241,524,503

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.40
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	114.59
2.618	113.02
1.618	112.06
1.000	111.47
0.618	111.10
HIGH	110.51
0.618	110.14
0.500	110.03
0.382	109.92
LOW	109.55
0.618	108.96
1.000	108.59
1.618	108.00
2.618	107.04
4.250	105.47

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	110.03	109.74
PP	109.90	109.71
S1	109.77	109.67

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

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