SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	112.58	112.50	-0.08	-0.1%	110.37
High	112.95	113.29	0.34	0.3%	111.68
Low	112.13	112.08	-0.05	0.0%	109.55
Close	112.72	112.65	-0.07	-0.1%	111.48
Range	0.82	1.21	0.39	47.6%	2.13
ATR	1.63	1.60	-0.03	-1.8%	0.00
Volume	177,948,371	209,368,886	31,420,515	17.7%	566,433,134

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	116.30	115.69	113.32
R3	115.09	114.48	112.98
R2	113.88	113.88	112.87
R1	113.27	113.27	112.76	113.58
PP	112.67	112.67	112.67	112.83
S1	112.06	112.06	112.54	112.37
S2	111.46	111.46	112.43
S3	110.25	110.85	112.32
S4	109.04	109.64	111.98

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	113.29	109.81	3.48	3.1%	0.97	0.9%	82%	True	False	162,385,346
10	113.29	104.49	8.80	7.8%	1.13	1.0%	93%	True	False	186,303,085
20	113.29	104.29	9.00	8.0%	1.42	1.3%	93%	True	False	203,629,285
40	113.29	104.29	9.00	8.0%	1.46	1.3%	93%	True	False	203,377,852
60	113.29	101.13	12.16	10.8%	1.59	1.4%	95%	True	False	214,709,317
80	113.29	101.13	12.16	10.8%	1.74	1.5%	95%	True	False	233,169,849
100	122.12	101.13	20.99	18.6%	1.92	1.7%	55%	False	False	253,732,616
120	122.12	101.13	20.99	18.6%	1.80	1.6%	55%	False	False	240,076,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118.43
2.618	116.46
1.618	115.25
1.000	114.50
0.618	114.04
HIGH	113.29
0.618	112.83
0.500	112.69
0.382	112.54
LOW	112.08
0.618	111.33
1.000	110.87
1.618	110.12
2.618	108.91
4.250	106.94

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	112.69	112.46
PP	112.67	112.27
S1	112.66	112.08

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

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