SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	122.34	122.82	0.48	0.4%	119.07
High	122.69	122.95	0.26	0.2%	122.92
Low	121.94	121.12	-0.82	-0.7%	117.85
Close	122.49	121.61	-0.88	-0.7%	122.73
Range	0.75	1.83	1.08	144.0%	5.07
ATR	1.39	1.42	0.03	2.3%	0.00
Volume	155,561,938	186,046,307	30,484,369	19.6%	953,521,075

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.38	126.33	122.62
R3	125.55	124.50	122.11
R2	123.72	123.72	121.95
R1	122.67	122.67	121.78	122.28
PP	121.89	121.89	121.89	121.70
S1	120.84	120.84	121.44	120.45
S2	120.06	120.06	121.27
S3	118.23	119.01	121.11
S4	116.40	117.18	120.60

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	136.38	134.62	125.51
R3	131.31	129.55	124.12
R2	126.24	126.24	123.65
R1	124.48	124.48	123.19	125.36
PP	121.17	121.17	121.17	121.60
S1	119.41	119.41	122.26	120.29
S2	116.10	116.10	121.80
S3	111.03	114.34	121.33
S4	105.96	109.27	119.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.95	118.45	4.50	3.7%	1.25	1.0%	70%	True	False	192,669,091
10	122.95	117.26	5.69	4.7%	1.20	1.0%	76%	True	False	179,763,165
20	122.95	116.02	6.93	5.7%	1.27	1.0%	81%	True	False	185,652,164
40	122.95	111.98	10.97	9.0%	1.29	1.1%	88%	True	False	187,810,971
60	122.95	104.29	18.66	15.3%	1.34	1.1%	93%	True	False	193,083,742
80	122.95	104.29	18.66	15.3%	1.38	1.1%	93%	True	False	195,594,412
100	122.95	101.13	21.82	17.9%	1.47	1.2%	94%	True	False	203,949,979
120	122.95	101.13	21.82	17.9%	1.59	1.3%	94%	True	False	218,050,223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	130.73
2.618	127.74
1.618	125.91
1.000	124.78
0.618	124.08
HIGH	122.95
0.618	122.25
0.500	122.04
0.382	121.82
LOW	121.12
0.618	119.99
1.000	119.29
1.618	118.16
2.618	116.33
4.250	113.34

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	122.04	122.04
PP	121.89	121.89
S1	121.75	121.75

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

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