SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	112.49	113.75	1.26	1.1%	112.88
High	113.67	114.90	1.23	1.1%	114.90
Low	112.18	113.65	1.47	1.3%	112.18
Close	112.50	114.82	2.32	2.1%	114.82
Range	1.49	1.25	-0.24	-16.1%	2.72
ATR	1.49	1.55	0.07	4.4%	0.00
Volume	202,123,479	209,598,760	7,475,281	3.7%	1,085,790,501

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	118.21	117.76	115.51
R3	116.96	116.51	115.16
R2	115.71	115.71	115.05
R1	115.26	115.26	114.93	115.49
PP	114.46	114.46	114.46	114.57
S1	114.01	114.01	114.71	114.24
S2	113.21	113.21	114.59
S3	111.96	112.76	114.48
S4	110.71	111.51	114.13

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.13	121.19	116.32
R3	119.41	118.47	115.57
R2	116.69	116.69	115.32
R1	115.75	115.75	115.07	116.22
PP	113.97	113.97	113.97	114.20
S1	113.03	113.03	114.57	113.50
S2	111.25	111.25	114.32
S3	108.53	110.31	114.07
S4	105.81	107.59	113.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.90	112.18	2.72	2.4%	1.47	1.3%	97%	True	False	217,158,100
10	114.90	111.98	2.92	2.5%	1.23	1.1%	97%	True	False	203,707,525
20	114.90	104.31	10.59	9.2%	1.29	1.1%	99%	True	False	197,614,680
40	114.90	104.29	10.61	9.2%	1.35	1.2%	99%	True	False	199,912,177
60	114.90	101.13	13.77	12.0%	1.51	1.3%	99%	True	False	208,237,719
80	114.90	101.13	13.77	12.0%	1.61	1.4%	99%	True	False	220,917,383
100	117.80	101.13	16.67	14.5%	1.89	1.6%	82%	False	False	250,399,496
120	122.12	101.13	20.99	18.3%	1.81	1.6%	65%	False	False	243,434,742

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120.21
2.618	118.17
1.618	116.92
1.000	116.15
0.618	115.67
HIGH	114.90
0.618	114.42
0.500	114.28
0.382	114.13
LOW	113.65
0.618	112.88
1.000	112.40
1.618	111.63
2.618	110.38
4.250	108.34

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	114.64	114.39
PP	114.46	113.97
S1	114.28	113.54

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

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