SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	113.04	112.88	-0.16	-0.1%	112.58
High	113.15	114.46	1.31	1.2%	113.29
Low	112.18	112.52	0.34	0.3%	111.98
Close	112.49	114.21	1.72	1.5%	112.49
Range	0.97	1.94	0.97	99.8%	1.31
ATR	1.48	1.51	0.04	2.4%	0.00
Volume	195,747,243	214,543,807	18,796,564	9.6%	951,284,757

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.55	118.82	115.28
R3	117.61	116.88	114.74
R2	115.67	115.67	114.57
R1	114.94	114.94	114.39	115.30
PP	113.73	113.73	113.73	113.91
S1	113.00	113.00	114.03	113.37
S2	111.79	111.79	113.85
S3	109.85	111.06	113.68
S4	107.92	109.12	113.14

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	114.46	111.98	2.48	2.2%	1.22	1.1%	90%	True	False	197,576,038
10	114.46	109.55	4.91	4.3%	1.07	0.9%	95%	True	False	173,226,169
20	114.46	104.29	10.17	8.9%	1.36	1.2%	98%	True	False	201,053,897
40	114.46	104.29	10.17	8.9%	1.37	1.2%	98%	True	False	197,372,935
60	114.46	101.13	13.33	11.7%	1.54	1.3%	98%	True	False	211,438,374
80	114.46	101.13	13.33	11.7%	1.66	1.4%	98%	True	False	223,969,429
100	121.11	101.13	19.98	17.5%	1.90	1.7%	65%	False	False	251,750,361
120	122.12	101.13	20.99	18.4%	1.80	1.6%	62%	False	False	240,656,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	122.70
2.618	119.53
1.618	117.60
1.000	116.40
0.618	115.66
HIGH	114.46
0.618	113.72
0.500	113.49
0.382	113.26
LOW	112.52
0.618	111.32
1.000	110.58
1.618	109.39
2.618	107.45
4.250	104.28

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	113.97	113.91
PP	113.73	113.62
S1	113.49	113.32

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

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