SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	121.58	121.05	-0.53	-0.4%	119.07
High	122.16	121.82	-0.34	-0.3%	122.92
Low	120.66	120.68	0.02	0.0%	117.85
Close	122.10	121.64	-0.47	-0.4%	122.73
Range	1.50	1.14	-0.36	-24.0%	5.07
ATR	1.42	1.42	0.00	0.0%	0.00
Volume	220,595,810	157,660,616	-62,935,194	-28.5%	953,521,075

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.80	124.36	122.26
R3	123.66	123.22	121.95
R2	122.52	122.52	121.84
R1	122.08	122.08	121.74	122.30
PP	121.38	121.38	121.38	121.49
S1	120.94	120.94	121.53	121.16
S2	120.24	120.24	121.43
S3	119.10	119.80	121.32
S4	117.96	118.66	121.01

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%	1.19	1.0%	43%	False	False	180,091,982
10	122.95	117.85	5.10	4.2%	1.21	1.0%	74%	False	False	181,756,623
20	122.95	116.02	6.93	5.7%	1.27	1.0%	81%	False	False	184,001,790
40	122.95	112.18	10.77	8.9%	1.31	1.1%	88%	False	False	188,061,875
60	122.95	104.29	18.66	15.3%	1.33	1.1%	93%	False	False	193,476,616
80	122.95	104.29	18.66	15.3%	1.34	1.1%	93%	False	False	193,794,449
100	122.95	101.13	21.82	17.9%	1.45	1.2%	94%	False	False	203,213,209
120	122.95	101.13	21.82	17.9%	1.57	1.3%	94%	False	False	214,788,132

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126.67
2.618	124.80
1.618	123.66
1.000	122.96
0.618	122.52
HIGH	121.82
0.618	121.38
0.500	121.25
0.382	121.12
LOW	120.68
0.618	119.98
1.000	119.54
1.618	118.84
2.618	117.70
4.250	115.84

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	121.51	121.81
PP	121.38	121.75
S1	121.25	121.69

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

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