SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	117.66	117.81	0.15	0.1%	114.37
High	118.55	118.01	-0.54	-0.5%	116.86
Low	117.38	116.72	-0.66	-0.6%	113.18
Close	117.92	117.46	-0.46	-0.4%	116.54
Range	1.17	1.29	0.12	10.3%	3.68
ATR	1.47	1.46	-0.01	-0.9%	0.00
Volume	193,914,120	217,349,777	23,435,657	12.1%	886,189,666

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.27	120.65	118.17
R3	119.98	119.36	117.81
R2	118.69	118.69	117.70
R1	118.07	118.07	117.58	117.74
PP	117.40	117.40	117.40	117.23
S1	116.78	116.78	117.34	116.45
S2	116.11	116.11	117.22
S3	114.82	115.49	117.11
S4	113.53	114.20	116.75

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.57	125.23	118.56
R3	122.89	121.55	117.55
R2	119.21	119.21	117.21
R1	117.87	117.87	116.87	118.54
PP	115.53	115.53	115.53	115.86
S1	114.19	114.19	116.20	114.86
S2	111.85	111.85	115.86
S3	108.17	110.51	115.53
S4	104.49	106.83	114.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.55	115.61	2.94	2.5%	1.23	1.0%	63%	False	False	174,713,938
10	118.55	113.18	5.37	4.6%	1.28	1.1%	80%	False	False	175,668,914
20	118.55	112.18	6.37	5.4%	1.34	1.1%	83%	False	False	192,121,960
40	118.55	104.29	14.26	12.1%	1.36	1.2%	92%	False	False	198,214,028
60	118.55	104.29	14.26	12.1%	1.37	1.2%	92%	False	False	197,058,668
80	118.55	101.13	17.42	14.8%	1.50	1.3%	94%	False	False	208,016,064
100	118.55	101.13	17.42	14.8%	1.62	1.4%	94%	False	False	220,945,400
120	121.33	101.13	20.20	17.2%	1.82	1.6%	81%	False	False	243,860,855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.49
2.618	121.39
1.618	120.10
1.000	119.30
0.618	118.81
HIGH	118.01
0.618	117.52
0.500	117.37
0.382	117.21
LOW	116.72
0.618	115.92
1.000	115.43
1.618	114.63
2.618	113.34
4.250	111.24

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	117.43	117.34
PP	117.40	117.22
S1	117.37	117.10

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

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