SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	110.37	109.86	-0.51	-0.5%	106.58
High	110.51	110.85	0.34	0.3%	110.99
Low	109.55	109.81	0.26	0.2%	104.49
Close	109.64	110.41	0.77	0.7%	110.89
Range	0.96	1.04	0.08	8.3%	6.50
ATR	1.79	1.74	-0.04	-2.3%	0.00
Volume	141,823,657	149,910,272	8,086,615	5.7%	1,076,184,407

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	113.48	112.98	110.98
R3	112.44	111.94	110.70
R2	111.40	111.40	110.60
R1	110.90	110.90	110.51	111.15
PP	110.36	110.36	110.36	110.48
S1	109.86	109.86	110.31	110.11
S2	109.32	109.32	110.22
S3	108.28	108.82	110.12
S4	107.24	107.78	109.84

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	106.66	4.33	3.9%	1.20	1.1%	87%	False	False	185,473,427
10	110.99	104.29	6.70	6.1%	1.55	1.4%	91%	False	False	213,691,261
20	110.99	104.29	6.70	6.1%	1.49	1.4%	91%	False	False	211,441,525
40	113.18	104.29	8.89	8.1%	1.55	1.4%	69%	False	False	208,954,043
60	113.20	101.13	12.07	10.9%	1.62	1.5%	77%	False	False	218,520,512
80	115.22	101.13	14.09	12.8%	1.83	1.7%	66%	False	False	245,012,588
100	122.12	101.13	20.99	19.0%	1.94	1.8%	44%	False	False	255,182,291
120	122.12	101.13	20.99	19.0%	1.81	1.6%	44%	False	False	241,137,909

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

Fibonacci Retracements and Extensions
4.250	115.27
2.618	113.57
1.618	112.53
1.000	111.89
0.618	111.49
HIGH	110.85
0.618	110.45
0.500	110.33
0.382	110.21
LOW	109.81
0.618	109.17
1.000	108.77
1.618	108.13
2.618	107.09
4.250	105.39

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	110.38	110.36
PP	110.36	110.32
S1	110.33	110.27

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

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