SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	118.28	119.07	0.79	0.7%	119.14
High	118.72	119.75	1.03	0.9%	119.76
Low	118.07	117.85	-0.22	-0.2%	117.26
Close	118.49	118.53	0.04	0.0%	118.49
Range	0.65	1.90	1.25	192.3%	2.50
ATR	1.39	1.42	0.04	2.7%	0.00
Volume	144,180,492	173,862,649	29,682,157	20.6%	812,309,947

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.41	123.37	119.58
R3	122.51	121.47	119.05
R2	120.61	120.61	118.88
R1	119.57	119.57	118.70	119.14
PP	118.71	118.71	118.71	118.50
S1	117.67	117.67	118.36	117.24
S2	116.81	116.81	118.18
S3	114.91	115.77	118.01
S4	113.01	113.87	117.49

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.00	124.75	119.87
R3	123.50	122.25	119.18
R2	121.00	121.00	118.95
R1	119.75	119.75	118.72	119.13
PP	118.50	118.50	118.50	118.19
S1	117.25	117.25	118.26	116.63
S2	116.00	116.00	118.03
S3	113.50	114.75	117.80
S4	111.00	112.25	117.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.75	117.26	2.49	2.1%	1.21	1.0%	51%	True	False	167,050,613
10	119.76	116.02	3.74	3.2%	1.30	1.1%	67%	False	False	179,585,013
20	119.76	114.67	5.09	4.3%	1.29	1.1%	76%	False	False	179,832,287
40	119.76	109.55	10.21	8.6%	1.27	1.1%	88%	False	False	183,623,064
60	119.76	104.29	15.47	13.1%	1.35	1.1%	92%	False	False	194,090,706
80	119.76	104.29	15.47	13.1%	1.41	1.2%	92%	False	False	196,936,100
100	119.76	101.13	18.63	15.7%	1.49	1.3%	93%	False	False	205,854,609
120	119.76	101.13	18.63	15.7%	1.66	1.4%	93%	False	False	226,950,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	127.83
2.618	124.72
1.618	122.82
1.000	121.65
0.618	120.92
HIGH	119.75
0.618	119.02
0.500	118.80
0.382	118.58
LOW	117.85
0.618	116.68
1.000	115.95
1.618	114.78
2.618	112.88
4.250	109.78

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	118.80	118.79
PP	118.71	118.70
S1	118.62	118.62

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

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