SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	112.73	113.04	0.31	0.3%	112.58
High	113.12	113.15	0.03	0.0%	113.29
Low	112.35	112.18	-0.17	-0.2%	111.98
Close	113.05	112.49	-0.56	-0.5%	112.49
Range	0.77	0.97	0.20	26.0%	1.31
ATR	1.52	1.48	-0.04	-2.6%	0.00
Volume	199,783,257	195,747,243	-4,036,014	-2.0%	951,284,757

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.52	114.97	113.02
R3	114.55	114.00	112.76
R2	113.58	113.58	112.67
R1	113.03	113.03	112.58	112.82
PP	112.61	112.61	112.61	112.50
S1	112.06	112.06	112.40	111.85
S2	111.64	111.64	112.31
S3	110.67	111.09	112.22
S4	109.70	110.12	111.96

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	116.52	115.81	113.21
R3	115.21	114.50	112.85
R2	113.90	113.90	112.73
R1	113.19	113.19	112.61	112.89
PP	112.59	112.59	112.59	112.44
S1	111.88	111.88	112.37	111.58
S2	111.28	111.28	112.25
S3	109.97	110.57	112.13
S4	108.66	109.26	111.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.29	111.98	1.31	1.2%	1.00	0.9%	39%	False	False	190,256,951
10	113.29	109.55	3.74	3.3%	0.98	0.9%	79%	False	False	172,984,364
20	113.29	104.29	9.00	8.0%	1.32	1.2%	91%	False	False	200,804,819
40	113.29	104.29	9.00	8.0%	1.36	1.2%	91%	False	False	197,557,780
60	113.29	101.13	12.16	10.8%	1.54	1.4%	93%	False	False	212,334,340
80	113.29	101.13	12.16	10.8%	1.66	1.5%	93%	False	False	225,649,601
100	121.11	101.13	19.98	17.8%	1.90	1.7%	57%	False	False	252,610,407
120	122.12	101.13	20.99	18.7%	1.79	1.6%	54%	False	False	240,082,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.27
2.618	115.69
1.618	114.72
1.000	114.12
0.618	113.75
HIGH	113.15
0.618	112.78
0.500	112.67
0.382	112.55
LOW	112.18
0.618	111.58
1.000	111.21
1.618	110.61
2.618	109.64
4.250	108.06

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	112.67	112.60
PP	112.61	112.56
S1	112.55	112.53

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

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