SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	120.82	120.58	-0.24	-0.2%	122.34
High	121.35	121.05	-0.30	-0.2%	122.95
Low	119.65	119.98	0.33	0.3%	119.65
Close	120.20	120.03	-0.17	-0.1%	120.20
Range	1.70	1.07	-0.63	-37.1%	3.30
ATR	1.46	1.44	-0.03	-1.9%	0.00
Volume	238,930,528	163,660,615	-75,269,913	-31.5%	958,795,199

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.56	122.87	120.62
R3	122.49	121.80	120.32
R2	121.42	121.42	120.23
R1	120.73	120.73	120.13	120.54
PP	120.35	120.35	120.35	120.26
S1	119.66	119.66	119.93	119.47
S2	119.28	119.28	119.83
S3	118.21	118.59	119.74
S4	117.14	117.52	119.44

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%	1.45	1.2%	12%	False	False	193,378,775
10	122.95	118.45	4.50	3.7%	1.23	1.0%	35%	False	False	190,211,424
20	122.95	116.02	6.93	5.8%	1.27	1.1%	58%	False	False	184,898,218
40	122.95	112.18	10.77	9.0%	1.30	1.1%	73%	False	False	187,869,378
60	122.95	104.29	18.66	15.5%	1.32	1.1%	84%	False	False	192,264,217
80	122.95	104.29	18.66	15.5%	1.34	1.1%	84%	False	False	192,621,156
100	122.95	101.13	21.82	18.2%	1.45	1.2%	87%	False	False	202,010,776
120	122.95	101.13	21.82	18.2%	1.54	1.3%	87%	False	False	211,936,079

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.60
2.618	123.85
1.618	122.78
1.000	122.12
0.618	121.71
HIGH	121.05
0.618	120.64
0.500	120.52
0.382	120.39
LOW	119.98
0.618	119.32
1.000	118.91
1.618	118.25
2.618	117.18
4.250	115.43

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	120.52	120.74
PP	120.35	120.50
S1	120.19	120.27

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

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