SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	114.42	114.38	-0.04	0.0%	112.88
High	115.04	114.91	-0.13	-0.1%	114.90
Low	113.18	114.02	0.84	0.7%	112.18
Close	114.67	114.47	-0.20	-0.2%	114.82
Range	1.86	0.89	-0.97	-52.2%	2.72
ATR	1.53	1.48	-0.05	-3.0%	0.00
Volume	209,095,887	179,576,563	-29,519,324	-14.1%	1,085,790,501

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.14	116.69	114.96
R3	116.25	115.80	114.71
R2	115.36	115.36	114.63
R1	114.91	114.91	114.55	115.14
PP	114.47	114.47	114.47	114.58
S1	114.02	114.02	114.39	114.25
S2	113.58	113.58	114.31
S3	112.69	113.13	114.23
S4	111.80	112.24	113.98

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	115.04	112.18	2.86	2.5%	1.26	1.1%	80%	False	False	185,797,082
10	115.04	112.18	2.86	2.5%	1.27	1.1%	80%	False	False	199,858,417
20	115.04	106.66	8.38	7.3%	1.19	1.0%	93%	False	False	187,820,238
40	115.04	104.29	10.75	9.4%	1.34	1.2%	95%	False	False	198,981,739
60	115.04	103.02	12.02	10.5%	1.46	1.3%	95%	False	False	202,329,777
80	115.04	101.13	13.91	12.2%	1.57	1.4%	96%	False	False	216,303,950
100	117.68	101.13	16.55	14.5%	1.74	1.5%	81%	False	False	239,555,154
120	122.12	101.13	20.99	18.3%	1.81	1.6%	64%	False	False	243,781,604

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.69
2.618	117.24
1.618	116.35
1.000	115.80
0.618	115.46
HIGH	114.91
0.618	114.57
0.500	114.47
0.382	114.36
LOW	114.02
0.618	113.47
1.000	113.13
1.618	112.58
2.618	111.69
4.250	110.24

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	114.47	114.35
PP	114.47	114.23
S1	114.47	114.11

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

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