SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	114.80	116.02	1.22	1.1%	114.86
High	116.32	116.33	0.01	0.0%	115.79
Low	114.67	115.56	0.89	0.8%	113.18
Close	116.04	116.03	-0.01	0.0%	114.61
Range	1.65	0.77	-0.88	-53.3%	2.61
ATR	1.59	1.54	-0.06	-3.7%	0.00
Volume	229,315,451	148,515,150	-80,800,301	-35.2%	978,768,753

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	118.28	117.93	116.45
R3	117.51	117.16	116.24
R2	116.74	116.74	116.17
R1	116.39	116.39	116.10	116.57
PP	115.97	115.97	115.97	116.06
S1	115.62	115.62	115.96	115.80
S2	115.20	115.20	115.89
S3	114.43	114.85	115.82
S4	113.66	114.08	115.61

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.36	121.09	116.05
R3	119.75	118.48	115.33
R2	117.14	117.14	115.09
R1	115.87	115.87	114.85	115.20
PP	114.53	114.53	114.53	114.19
S1	113.26	113.26	114.37	112.59
S2	111.92	111.92	114.13
S3	109.31	110.65	113.89
S4	106.70	108.04	113.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.33	113.18	3.15	2.7%	1.50	1.3%	90%	True	False	201,067,174
10	116.33	112.18	4.15	3.6%	1.38	1.2%	93%	True	False	193,432,128
20	116.33	110.62	5.71	4.9%	1.26	1.1%	95%	True	False	191,718,675
40	116.33	104.29	12.04	10.4%	1.38	1.2%	98%	True	False	201,580,100
60	116.33	104.29	12.04	10.4%	1.45	1.3%	98%	True	False	203,208,920
80	116.33	101.13	15.20	13.1%	1.53	1.3%	98%	True	False	211,820,052
100	116.33	101.13	15.20	13.1%	1.72	1.5%	98%	True	False	234,353,806
120	122.12	101.13	20.99	18.1%	1.83	1.6%	71%	False	False	244,605,022

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	119.60
2.618	118.35
1.618	117.58
1.000	117.10
0.618	116.81
HIGH	116.33
0.618	116.04
0.500	115.95
0.382	115.85
LOW	115.56
0.618	115.08
1.000	114.79
1.618	114.31
2.618	113.54
4.250	112.29

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	116.00	115.61
PP	115.97	115.18
S1	115.95	114.76

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

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