SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	118.40	118.31	-0.09	-0.1%	117.74
High	119.09	118.53	-0.56	-0.5%	119.09
Low	117.21	118.00	0.79	0.7%	116.02
Close	118.13	118.35	0.22	0.2%	118.35
Range	1.88	0.53	-1.35	-71.8%	3.07
ATR	1.57	1.50	-0.07	-4.7%	0.00
Volume	221,429,130	108,136,870	-113,292,260	-51.2%	950,813,750

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.88	119.64	118.64
R3	119.35	119.11	118.49
R2	118.82	118.82	118.44
R1	118.58	118.58	118.40	118.70
PP	118.29	118.29	118.29	118.35
S1	118.05	118.05	118.30	118.17
S2	117.76	117.76	118.25
S3	117.23	117.52	118.20
S4	116.70	116.99	118.06

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.03	125.76	120.04
R3	123.96	122.69	119.19
R2	120.89	120.89	118.91
R1	119.62	119.62	118.63	120.25
PP	117.82	117.82	117.82	118.14
S1	116.55	116.55	118.07	117.18
S2	114.75	114.75	117.78
S3	111.68	113.48	117.50
S4	108.61	110.41	116.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.09	116.02	3.07	2.6%	1.43	1.2%	76%	False	False	190,162,750
10	119.09	115.65	3.44	2.9%	1.36	1.2%	78%	False	False	189,028,317
20	119.09	113.18	5.91	5.0%	1.36	1.2%	87%	False	False	187,762,079
40	119.09	104.31	14.78	12.5%	1.33	1.1%	95%	False	False	192,688,379
60	119.09	104.29	14.80	12.5%	1.36	1.1%	95%	False	False	195,862,145
80	119.09	101.13	17.96	15.2%	1.47	1.2%	96%	False	False	203,118,809
100	119.09	101.13	17.96	15.2%	1.56	1.3%	96%	False	False	214,286,322
120	119.09	101.13	17.96	15.2%	1.80	1.5%	96%	False	False	239,959,926

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	120.78
2.618	119.92
1.618	119.39
1.000	119.06
0.618	118.86
HIGH	118.53
0.618	118.33
0.500	118.27
0.382	118.20
LOW	118.00
0.618	117.67
1.000	117.47
1.618	117.14
2.618	116.61
4.250	115.75

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	118.32	118.22
PP	118.29	118.10
S1	118.27	117.98

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

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