SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	111.12	112.58	1.46	1.3%	110.37
High	111.61	112.95	1.34	1.2%	111.68
Low	110.87	112.13	1.26	1.1%	109.55
Close	111.48	112.72	1.24	1.1%	111.48
Range	0.74	0.82	0.08	10.8%	2.13
ATR	1.64	1.63	-0.01	-0.8%	0.00
Volume	127,752,166	177,948,371	50,196,205	39.3%	566,433,134

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.06	114.71	113.17
R3	114.24	113.89	112.95
R2	113.42	113.42	112.87
R1	113.07	113.07	112.80	113.25
PP	112.60	112.60	112.60	112.69
S1	112.25	112.25	112.64	112.43
S2	111.78	111.78	112.57
S3	110.96	111.43	112.49
S4	110.14	110.61	112.27

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.29	116.52	112.65
R3	115.16	114.39	112.07
R2	113.03	113.03	111.87
R1	112.26	112.26	111.68	112.65
PP	110.90	110.90	110.90	111.10
S1	110.13	110.13	111.29	110.52
S2	108.77	108.77	111.09
S3	106.64	108.00	110.90
S4	104.51	105.87	110.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.95	109.55	3.40	3.0%	0.92	0.8%	93%	True	False	148,876,301
10	112.95	104.49	8.46	7.5%	1.17	1.0%	97%	True	False	182,056,591
20	112.95	104.29	8.66	7.7%	1.43	1.3%	97%	True	False	200,538,911
40	113.18	104.29	8.89	7.9%	1.46	1.3%	95%	False	False	202,804,241
60	113.20	101.13	12.07	10.7%	1.59	1.4%	96%	False	False	214,116,865
80	113.20	101.13	12.07	10.7%	1.76	1.6%	96%	False	False	237,167,764
100	122.12	101.13	20.99	18.6%	1.93	1.7%	55%	False	False	254,030,014
120	122.12	101.13	20.99	18.6%	1.79	1.6%	55%	False	False	239,965,819

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.44
2.618	115.10
1.618	114.28
1.000	113.77
0.618	113.46
HIGH	112.95
0.618	112.64
0.500	112.54
0.382	112.44
LOW	112.13
0.618	111.62
1.000	111.31
1.618	110.80
2.618	109.98
4.250	108.65

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	112.66	112.41
PP	112.60	112.10
S1	112.54	111.79

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

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