SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	114.30	113.80	-0.50	-0.4%	112.58
High	114.84	114.44	-0.40	-0.3%	113.29
Low	113.51	113.10	-0.41	-0.4%	111.98
Close	113.98	113.42	-0.56	-0.5%	112.49
Range	1.33	1.34	0.01	0.8%	1.31
ATR	1.50	1.49	-0.01	-0.8%	0.00
Volume	268,369,371	191,155,084	-77,214,287	-28.8%	951,284,757

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.67	116.89	114.16
R3	116.33	115.55	113.79
R2	114.99	114.99	113.67
R1	114.21	114.21	113.54	113.93
PP	113.65	113.65	113.65	113.52
S1	112.87	112.87	113.30	112.59
S2	112.31	112.31	113.17
S3	110.97	111.53	113.05
S4	109.63	110.19	112.68

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	114.84	112.18	2.66	2.3%	1.27	1.1%	47%	False	False	213,919,752
10	114.84	110.62	4.22	3.7%	1.14	1.0%	66%	False	False	190,005,222
20	114.84	104.29	10.55	9.3%	1.35	1.2%	87%	False	False	201,848,242
40	114.84	104.29	10.55	9.3%	1.37	1.2%	87%	False	False	199,192,186
60	114.84	101.13	13.71	12.1%	1.54	1.4%	90%	False	False	212,319,952
80	114.84	101.13	13.71	12.1%	1.64	1.4%	90%	False	False	222,239,073
100	120.68	101.13	19.55	17.2%	1.90	1.7%	63%	False	False	251,710,993
120	122.12	101.13	20.99	18.5%	1.80	1.6%	59%	False	False	241,802,196

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.14
2.618	117.95
1.618	116.61
1.000	115.78
0.618	115.27
HIGH	114.44
0.618	113.93
0.500	113.77
0.382	113.61
LOW	113.10
0.618	112.27
1.000	111.76
1.618	110.93
2.618	109.59
4.250	107.41

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	113.77	113.68
PP	113.65	113.59
S1	113.54	113.51

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

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