SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	119.14	118.10	-1.04	-0.9%	117.74
High	119.76	118.84	-0.92	-0.8%	119.09
Low	118.61	117.87	-0.74	-0.6%	116.02
Close	118.70	118.72	0.02	0.0%	118.35
Range	1.15	0.97	-0.18	-15.7%	3.07
ATR	1.49	1.45	-0.04	-2.5%	0.00
Volume	150,919,529	158,888,083	7,968,554	5.3%	950,813,750

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.39	121.02	119.25
R3	120.42	120.05	118.99
R2	119.45	119.45	118.90
R1	119.08	119.08	118.81	119.27
PP	118.48	118.48	118.48	118.57
S1	118.11	118.11	118.63	118.30
S2	117.51	117.51	118.54
S3	116.54	117.14	118.45
S4	115.57	116.17	118.19

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	116.87	2.89	2.4%	1.22	1.0%	64%	False	False	167,830,647
10	119.76	116.02	3.74	3.2%	1.33	1.1%	72%	False	False	191,541,162
20	119.76	113.18	6.58	5.5%	1.34	1.1%	84%	False	False	186,368,129
40	119.76	104.49	15.27	12.9%	1.28	1.1%	93%	False	False	189,445,951
60	119.76	104.29	15.47	13.0%	1.34	1.1%	93%	False	False	194,226,426
80	119.76	101.88	17.88	15.1%	1.45	1.2%	94%	False	False	199,292,098
100	119.76	101.13	18.63	15.7%	1.54	1.3%	94%	False	False	211,164,046
120	119.76	101.13	18.63	15.7%	1.70	1.4%	94%	False	False	234,500,915

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	True
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122.96
2.618	121.38
1.618	120.41
1.000	119.81
0.618	119.44
HIGH	118.84
0.618	118.47
0.500	118.36
0.382	118.24
LOW	117.87
0.618	117.27
1.000	116.90
1.618	116.30
2.618	115.33
4.250	113.75

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	118.60	118.82
PP	118.48	118.78
S1	118.36	118.75

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

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