SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	119.07	119.42	0.35	0.3%	119.14
High	119.75	119.75	0.00	0.0%	119.76
Low	117.85	119.10	1.25	1.1%	117.26
Close	118.53	119.48	0.95	0.8%	118.49
Range	1.90	0.65	-1.25	-65.8%	2.50
ATR	1.42	1.41	-0.01	-1.0%	0.00
Volume	173,862,649	157,921,216	-15,941,433	-9.2%	812,309,947

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.39	121.08	119.83
R3	120.74	120.43	119.65
R2	120.09	120.09	119.59
R1	119.78	119.78	119.53	119.94
PP	119.44	119.44	119.44	119.52
S1	119.13	119.13	119.42	119.29
S2	118.79	118.79	119.36
S3	118.14	118.48	119.30
S4	117.49	117.83	119.12

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%	1.15	1.0%	89%	True	False	166,857,240
10	119.76	116.87	2.89	2.4%	1.18	1.0%	90%	False	False	167,343,943
20	119.76	115.19	4.57	3.8%	1.24	1.0%	94%	False	False	176,262,575
40	119.76	109.81	9.95	8.3%	1.26	1.1%	97%	False	False	184,025,503
60	119.76	104.29	15.47	12.9%	1.35	1.1%	98%	False	False	194,710,548
80	119.76	104.29	15.47	12.9%	1.40	1.2%	98%	False	False	197,273,001
100	119.76	101.13	18.63	15.6%	1.48	1.2%	98%	False	False	205,293,191
120	119.76	101.13	18.63	15.6%	1.65	1.4%	98%	False	False	226,313,780

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122.51
2.618	121.45
1.618	120.80
1.000	120.40
0.618	120.15
HIGH	119.75
0.618	119.50
0.500	119.43
0.382	119.35
LOW	119.10
0.618	118.70
1.000	118.45
1.618	118.05
2.618	117.40
4.250	116.34

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	119.46	119.25
PP	119.44	119.03
S1	119.43	118.80

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

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