SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	113.80	112.49	-1.31	-1.2%	112.58
High	114.44	113.67	-0.77	-0.7%	113.29
Low	113.10	112.18	-0.92	-0.8%	111.98
Close	113.42	112.50	-0.92	-0.8%	112.49
Range	1.34	1.49	0.15	11.2%	1.31
ATR	1.49	1.49	0.00	0.0%	0.00
Volume	191,155,084	202,123,479	10,968,395	5.7%	951,284,757

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.25	116.37	113.32
R3	115.76	114.88	112.91
R2	114.27	114.27	112.77
R1	113.39	113.39	112.63	113.83
PP	112.78	112.78	112.78	113.00
S1	111.90	111.90	112.36	112.34
S2	111.29	111.29	112.22
S3	109.80	110.41	112.09
S4	108.31	108.92	111.68

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	2.4%	1.41	1.3%	12%	False	True	214,387,796
10	114.84	110.87	3.97	3.5%	1.18	1.1%	41%	False	False	195,522,866
20	114.84	104.31	10.53	9.4%	1.32	1.2%	78%	False	False	198,345,922
40	114.84	104.29	10.55	9.4%	1.38	1.2%	78%	False	False	200,173,232
60	114.84	101.13	13.71	12.2%	1.52	1.4%	83%	False	False	209,466,595
80	114.84	101.13	13.71	12.2%	1.63	1.4%	83%	False	False	221,297,614
100	119.03	101.13	17.90	15.9%	1.90	1.7%	64%	False	False	251,905,413
120	122.12	101.13	20.99	18.7%	1.81	1.6%	54%	False	False	242,606,378

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	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120.00
2.618	117.57
1.618	116.08
1.000	115.16
0.618	114.59
HIGH	113.67
0.618	113.10
0.500	112.93
0.382	112.75
LOW	112.18
0.618	111.26
1.000	110.69
1.618	109.77
2.618	108.28
4.250	105.85

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	112.93	113.51
PP	112.78	113.17
S1	112.64	112.84

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

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