SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	121.05	120.82	-0.23	-0.2%	122.34
High	121.82	121.35	-0.47	-0.4%	122.95
Low	120.68	119.65	-1.03	-0.9%	119.65
Close	121.64	120.20	-1.44	-1.2%	120.20
Range	1.14	1.70	0.56	49.1%	3.30
ATR	1.42	1.46	0.04	2.8%	0.00
Volume	157,660,616	238,930,528	81,269,912	51.5%	958,795,199

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.50	124.55	121.13
R3	123.80	122.85	120.67
R2	122.10	122.10	120.51
R1	121.15	121.15	120.35	120.77
PP	120.40	120.40	120.40	120.21
S1	119.45	119.45	120.04	119.07
S2	118.70	118.70	119.89
S3	117.00	117.75	119.73
S4	115.30	116.05	119.26

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.83	128.82	122.01
R3	127.53	125.52	121.11
R2	124.23	124.23	120.80
R1	122.22	122.22	120.50	121.57
PP	120.93	120.93	120.93	120.61
S1	118.92	118.92	119.90	118.27
S2	117.63	117.63	119.59
S3	114.33	115.62	119.29
S4	111.03	112.32	118.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.95	119.65	3.30	2.7%	1.38	1.2%	17%	False	True	191,759,039
10	122.95	117.85	5.10	4.2%	1.31	1.1%	46%	False	False	191,231,627
20	122.95	116.02	6.93	5.8%	1.28	1.1%	60%	False	False	183,771,998
40	122.95	112.18	10.77	9.0%	1.33	1.1%	74%	False	False	189,141,457
60	122.95	104.29	18.66	15.5%	1.32	1.1%	85%	False	False	193,029,245
80	122.95	104.29	18.66	15.5%	1.35	1.1%	85%	False	False	193,349,619
100	122.95	101.13	21.82	18.2%	1.45	1.2%	87%	False	False	203,057,187
120	122.95	101.13	21.82	18.2%	1.55	1.3%	87%	False	False	213,480,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128.58
2.618	125.80
1.618	124.10
1.000	123.05
0.618	122.40
HIGH	121.35
0.618	120.70
0.500	120.50
0.382	120.30
LOW	119.65
0.618	118.60
1.000	117.95
1.618	116.90
2.618	115.20
4.250	112.43

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	120.50	120.91
PP	120.40	120.67
S1	120.30	120.43

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

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