SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	113.75	114.86	1.11	1.0%	112.88
High	114.90	114.99	0.09	0.1%	114.90
Low	113.65	114.16	0.51	0.4%	112.18
Close	114.82	114.27	-0.55	-0.5%	114.82
Range	1.25	0.83	-0.42	-33.6%	2.72
ATR	1.55	1.50	-0.05	-3.3%	0.00
Volume	209,598,760	128,590,724	-81,008,036	-38.6%	1,085,790,501

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	116.96	116.45	114.73
R3	116.13	115.62	114.50
R2	115.30	115.30	114.42
R1	114.79	114.79	114.35	114.63
PP	114.47	114.47	114.47	114.40
S1	113.96	113.96	114.19	113.80
S2	113.64	113.64	114.12
S3	112.81	113.13	114.04
S4	111.98	112.30	113.81

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	114.99	112.18	2.81	2.5%	1.25	1.1%	74%	True	False	199,967,483
10	114.99	111.98	3.01	2.6%	1.24	1.1%	76%	True	False	198,771,761
20	114.99	104.49	10.50	9.2%	1.20	1.1%	93%	True	False	190,414,176
40	114.99	104.29	10.70	9.4%	1.33	1.2%	93%	True	False	197,629,780
60	114.99	101.62	13.37	11.7%	1.48	1.3%	95%	True	False	204,003,351
80	114.99	101.13	13.86	12.1%	1.60	1.4%	95%	True	False	219,693,875
100	117.68	101.13	16.55	14.5%	1.88	1.6%	79%	False	False	248,397,938
120	122.12	101.13	20.99	18.4%	1.81	1.6%	63%	False	False	242,969,333

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	118.52
2.618	117.16
1.618	116.33
1.000	115.82
0.618	115.50
HIGH	114.99
0.618	114.67
0.500	114.58
0.382	114.48
LOW	114.16
0.618	113.65
1.000	113.33
1.618	112.82
2.618	111.99
4.250	110.63

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	114.58	114.04
PP	114.47	113.81
S1	114.37	113.59

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

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