SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	118.31	119.14	0.83	0.7%	117.74
High	118.53	119.76	1.23	1.0%	119.09
Low	118.00	118.61	0.61	0.5%	116.02
Close	118.35	118.70	0.35	0.3%	118.35
Range	0.53	1.15	0.62	117.0%	3.07
ATR	1.50	1.49	-0.01	-0.4%	0.00
Volume	108,136,870	150,919,529	42,782,659	39.6%	950,813,750

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.47	121.74	119.33
R3	121.32	120.59	119.02
R2	120.17	120.17	118.91
R1	119.44	119.44	118.81	119.23
PP	119.02	119.02	119.02	118.92
S1	118.29	118.29	118.59	118.08
S2	117.87	117.87	118.49
S3	116.72	117.14	118.38
S4	115.57	115.99	118.07

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	119.76	116.02	3.74	3.2%	1.39	1.2%	72%	True	False	192,119,413
10	119.76	115.65	4.11	3.5%	1.41	1.2%	74%	True	False	193,827,858
20	119.76	113.18	6.58	5.5%	1.38	1.2%	84%	True	False	188,878,519
40	119.76	104.49	15.27	12.9%	1.29	1.1%	93%	True	False	189,646,347
60	119.76	104.29	15.47	13.0%	1.34	1.1%	93%	True	False	194,712,693
80	119.76	101.62	18.14	15.3%	1.46	1.2%	94%	True	False	200,222,143
100	119.76	101.13	18.63	15.7%	1.55	1.3%	94%	True	False	213,530,804
120	119.76	101.13	18.63	15.7%	1.79	1.5%	94%	True	False	238,478,035

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.65
2.618	122.77
1.618	121.62
1.000	120.91
0.618	120.47
HIGH	119.76
0.618	119.32
0.500	119.19
0.382	119.05
LOW	118.61
0.618	117.90
1.000	117.46
1.618	116.75
2.618	115.60
4.250	113.72

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	119.19	118.63
PP	119.02	118.56
S1	118.86	118.49

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

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