SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	122.82	121.58	-1.24	-1.0%	119.07
High	122.95	122.16	-0.79	-0.6%	122.92
Low	121.12	120.66	-0.46	-0.4%	117.85
Close	121.61	122.10	0.49	0.4%	122.73
Range	1.83	1.50	-0.33	-18.0%	5.07
ATR	1.42	1.42	0.01	0.4%	0.00
Volume	186,046,307	220,595,810	34,549,503	18.6%	953,521,075

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.14	125.62	122.93
R3	124.64	124.12	122.51
R2	123.14	123.14	122.38
R1	122.62	122.62	122.24	122.88
PP	121.64	121.64	121.64	121.77
S1	121.12	121.12	121.96	121.38
S2	120.14	120.14	121.83
S3	118.64	119.62	121.69
S4	117.14	118.12	121.28

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	120.66	2.29	1.9%	1.23	1.0%	63%	False	True	191,485,143
10	122.95	117.83	5.12	4.2%	1.22	1.0%	83%	False	False	182,834,132
20	122.95	116.02	6.93	5.7%	1.28	1.0%	88%	False	False	186,986,248
40	122.95	112.18	10.77	8.8%	1.30	1.1%	92%	False	False	189,114,941
60	122.95	104.29	18.66	15.3%	1.34	1.1%	95%	False	False	193,891,627
80	122.95	104.29	18.66	15.3%	1.36	1.1%	95%	False	False	195,128,125
100	122.95	101.13	21.82	17.9%	1.46	1.2%	96%	False	False	204,027,234
120	122.95	101.13	21.82	17.9%	1.57	1.3%	96%	False	False	215,716,641

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	False
Bull Hook	False
Stretch	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.54
2.618	126.09
1.618	124.59
1.000	123.66
0.618	123.09
HIGH	122.16
0.618	121.59
0.500	121.41
0.382	121.23
LOW	120.66
0.618	119.73
1.000	119.16
1.618	118.23
2.618	116.73
4.250	114.29

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	121.87	122.00
PP	121.64	121.90
S1	121.41	121.81

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

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