SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	109.86	111.65	1.79	1.6%	106.58
High	110.85	111.68	0.83	0.7%	110.99
Low	109.81	110.62	0.81	0.7%	104.49
Close	110.41	110.92	0.51	0.5%	110.89
Range	1.04	1.06	0.02	1.9%	6.50
ATR	1.74	1.71	-0.03	-1.9%	0.00
Volume	149,910,272	146,947,039	-2,963,233	-2.0%	1,076,184,407

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.25	113.65	111.50
R3	113.19	112.59	111.21
R2	112.13	112.13	111.11
R1	111.53	111.53	111.02	111.30
PP	111.07	111.07	111.07	110.96
S1	110.47	110.47	110.82	110.24
S2	110.01	110.01	110.73
S3	108.95	109.41	110.63
S4	107.89	108.35	110.34

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	111.68	108.49	3.19	2.9%	1.02	0.9%	76%	True	False	161,349,943
10	111.68	104.31	7.37	6.6%	1.45	1.3%	90%	True	False	201,168,978
20	111.68	104.29	7.39	6.7%	1.47	1.3%	90%	True	False	205,141,364
40	113.18	104.29	8.89	8.0%	1.54	1.4%	75%	False	False	208,019,122
60	113.20	101.13	12.07	10.9%	1.60	1.4%	81%	False	False	217,008,468
80	115.22	101.13	14.09	12.7%	1.81	1.6%	69%	False	False	242,778,128
100	122.12	101.13	20.99	18.9%	1.93	1.7%	47%	False	False	254,475,432
120	122.12	101.13	20.99	18.9%	1.80	1.6%	47%	False	False	240,474,807

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	0.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	116.19
2.618	114.46
1.618	113.40
1.000	112.74
0.618	112.34
HIGH	111.68
0.618	111.28
0.500	111.15
0.382	111.02
LOW	110.62
0.618	109.96
1.000	109.56
1.618	108.90
2.618	107.84
4.250	106.12

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	111.15	110.82
PP	111.07	110.72
S1	111.00	110.62

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

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