SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	114.38	115.05	0.67	0.6%	112.88
High	114.91	115.79	0.88	0.8%	114.90
Low	114.02	113.59	-0.43	-0.4%	112.18
Close	114.47	114.13	-0.34	-0.3%	114.82
Range	0.89	2.20	1.31	147.2%	2.72
ATR	1.48	1.53	0.05	3.5%	0.00
Volume	179,576,563	286,949,160	107,372,597	59.8%	1,085,790,501

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.10	119.82	115.34
R3	118.90	117.62	114.74
R2	116.70	116.70	114.53
R1	115.42	115.42	114.33	114.96
PP	114.50	114.50	114.50	114.28
S1	113.22	113.22	113.93	112.76
S2	112.30	112.30	113.73
S3	110.10	111.02	113.53
S4	107.90	108.82	112.92

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	115.79	113.18	2.61	2.3%	1.41	1.2%	36%	True	False	202,762,218
10	115.79	112.18	3.61	3.2%	1.41	1.2%	54%	True	False	208,575,007
20	115.79	108.49	7.30	6.4%	1.20	1.1%	77%	True	False	188,789,473
40	115.79	104.29	11.50	10.1%	1.37	1.2%	86%	True	False	202,205,479
60	115.79	104.29	11.50	10.1%	1.44	1.3%	86%	True	False	202,888,333
80	115.79	101.13	14.66	12.8%	1.57	1.4%	89%	True	False	215,421,576
100	117.68	101.13	16.55	14.5%	1.75	1.5%	79%	False	False	238,465,224
120	122.12	101.13	20.99	18.4%	1.83	1.6%	62%	False	False	245,254,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	125.14
2.618	121.55
1.618	119.35
1.000	117.99
0.618	117.15
HIGH	115.79
0.618	114.95
0.500	114.69
0.382	114.43
LOW	113.59
0.618	112.23
1.000	111.39
1.618	110.03
2.618	107.83
4.250	104.24

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	114.69	114.49
PP	114.50	114.37
S1	114.32	114.25

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

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