SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	112.32	112.73	0.41	0.4%	110.37
High	113.21	113.12	-0.09	-0.1%	111.68
Low	111.98	112.35	0.37	0.3%	109.55
Close	113.08	113.05	-0.03	0.0%	111.48
Range	1.23	0.77	-0.46	-37.4%	2.13
ATR	1.57	1.52	-0.06	-3.6%	0.00
Volume	168,437,000	199,783,257	31,346,257	18.6%	566,433,134

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.15	114.87	113.47
R3	114.38	114.10	113.26
R2	113.61	113.61	113.19
R1	113.33	113.33	113.12	113.47
PP	112.84	112.84	112.84	112.91
S1	112.56	112.56	112.98	112.70
S2	112.07	112.07	112.91
S3	111.30	111.79	112.84
S4	110.53	111.02	112.63

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	110.87	2.42	2.1%	0.95	0.8%	90%	False	False	176,657,936
10	113.29	108.49	4.80	4.2%	0.99	0.9%	95%	False	False	169,003,939
20	113.29	104.29	9.00	8.0%	1.37	1.2%	97%	False	False	204,306,097
40	113.29	104.29	9.00	8.0%	1.38	1.2%	97%	False	False	199,527,022
60	113.29	101.13	12.16	10.8%	1.55	1.4%	98%	False	False	213,314,098
80	113.29	101.13	12.16	10.8%	1.70	1.5%	98%	False	False	228,151,260
100	121.33	101.13	20.20	17.9%	1.92	1.7%	59%	False	False	254,208,634
120	122.12	101.13	20.99	18.6%	1.79	1.6%	57%	False	False	239,571,518

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116.39
2.618	115.14
1.618	114.37
1.000	113.89
0.618	113.60
HIGH	113.12
0.618	112.83
0.500	112.74
0.382	112.64
LOW	112.35
0.618	111.87
1.000	111.58
1.618	111.10
2.618	110.33
4.250	109.08

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	112.95	112.91
PP	112.84	112.77
S1	112.74	112.64

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

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