SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	117.89	119.06	1.17	1.0%	117.74
High	118.51	119.11	0.60	0.5%	119.09
Low	117.26	117.83	0.57	0.5%	116.02
Close	118.38	118.40	0.02	0.0%	118.35
Range	1.25	1.28	0.03	2.4%	3.07
ATR	1.45	1.44	-0.01	-0.9%	0.00
Volume	189,886,139	168,435,704	-21,450,435	-11.3%	950,813,750

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.29	121.62	119.10
R3	121.01	120.34	118.75
R2	119.73	119.73	118.63
R1	119.06	119.06	118.52	118.76
PP	118.45	118.45	118.45	118.29
S1	117.78	117.78	118.28	117.48
S2	117.17	117.17	118.17
S3	115.89	116.50	118.05
S4	114.61	115.22	117.70

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	117.26	2.50	2.1%	1.04	0.9%	46%	False	False	155,253,265
10	119.76	116.02	3.74	3.2%	1.34	1.1%	64%	False	False	186,246,957
20	119.76	113.18	6.58	5.6%	1.31	1.1%	79%	False	False	180,957,935
40	119.76	108.49	11.27	9.5%	1.25	1.1%	88%	False	False	184,873,704
60	119.76	104.29	15.47	13.1%	1.35	1.1%	91%	False	False	195,122,964
80	119.76	104.29	15.47	13.1%	1.41	1.2%	91%	False	False	197,405,734
100	119.76	101.13	18.63	15.7%	1.52	1.3%	93%	False	False	208,528,848
120	119.76	101.13	18.63	15.7%	1.67	1.4%	93%	False	False	228,880,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124.55
2.618	122.46
1.618	121.18
1.000	120.39
0.618	119.90
HIGH	119.11
0.618	118.62
0.500	118.47
0.382	118.32
LOW	117.83
0.618	117.04
1.000	116.55
1.618	115.76
2.618	114.48
4.250	112.39

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	118.47	118.33
PP	118.45	118.26
S1	118.42	118.19

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

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