SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Oct-2010

Day Change Summary
	Previous	Current
	15-Oct-2010	18-Oct-2010	Change	Change %	Previous Week
Open	118.28	117.74	-0.54	-0.5%	116.72
High	118.35	118.67	0.32	0.3%	118.55
Low	116.76	117.31	0.55	0.5%	115.65
Close	117.70	118.54	0.84	0.7%	117.70
Range	1.59	1.36	-0.23	-14.5%	2.90
ATR	1.47	1.46	-0.01	-0.5%	0.00
Volume	243,526,366	141,136,213	-102,390,153	-42.0%	939,469,421

Daily Pivots for day following 18-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.25	121.76	119.29
R3	120.89	120.40	118.91
R2	119.53	119.53	118.79
R1	119.04	119.04	118.66	119.29
PP	118.17	118.17	118.17	118.30
S1	117.68	117.68	118.42	117.93
S2	116.81	116.81	118.29
S3	115.45	116.32	118.17
S4	114.09	114.96	117.79

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.00	124.75	119.30
R3	123.10	121.85	118.50
R2	120.20	120.20	118.23
R1	118.95	118.95	117.97	119.58
PP	117.30	117.30	117.30	117.61
S1	116.05	116.05	117.43	116.68
S2	114.40	114.40	117.17
S3	111.50	113.15	116.90
S4	108.60	110.25	116.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.67	115.65	3.02	2.5%	1.42	1.2%	96%	True	False	195,536,304
10	118.67	114.67	4.00	3.4%	1.28	1.1%	97%	True	False	180,079,560
20	118.67	112.18	6.49	5.5%	1.34	1.1%	98%	True	False	190,840,537
40	118.67	104.29	14.38	12.1%	1.35	1.1%	99%	True	False	195,947,217
60	118.67	104.29	14.38	12.1%	1.36	1.1%	99%	True	False	195,195,469
80	118.67	101.13	17.54	14.8%	1.49	1.3%	99%	True	False	206,288,915
100	118.67	101.13	17.54	14.8%	1.59	1.3%	99%	True	False	217,343,651
120	121.11	101.13	19.98	16.9%	1.81	1.5%	87%	False	False	241,598,724

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.45
2.618	122.23
1.618	120.87
1.000	120.03
0.618	119.51
HIGH	118.67
0.618	118.15
0.500	117.99
0.382	117.83
LOW	117.31
0.618	116.47
1.000	115.95
1.618	115.11
2.618	113.75
4.250	111.53

Fisher Pivots for day following 18-Oct-2010
Pivot	1 day	3 day
R1	118.36	118.26
PP	118.17	117.98
S1	117.99	117.70

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

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