SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Nov-2010

Day Change Summary
	Previous	Current
	16-Nov-2010	17-Nov-2010	Change	Change %	Previous Week
Open	119.29	118.21	-1.08	-0.9%	122.34
High	119.49	118.71	-0.78	-0.7%	122.95
Low	117.59	117.86	0.27	0.2%	119.65
Close	118.16	118.22	0.06	0.0%	120.20
Range	1.90	0.85	-1.05	-55.3%	3.30
ATR	1.51	1.46	-0.05	-3.1%	0.00
Volume	299,752,840	172,024,197	-127,728,643	-42.6%	958,795,199

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.81	120.37	118.69
R3	119.96	119.52	118.45
R2	119.11	119.11	118.37
R1	118.67	118.67	118.30	118.89
PP	118.26	118.26	118.26	118.37
S1	117.82	117.82	118.14	118.04
S2	117.41	117.41	118.06
S3	116.56	116.97	117.98
S4	115.71	116.12	117.75

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	121.82	117.59	4.23	3.6%	1.33	1.1%	15%	False	False	206,405,759
10	122.95	117.59	5.36	4.5%	1.28	1.1%	12%	False	False	198,945,451
20	122.95	117.21	5.74	4.9%	1.23	1.0%	18%	False	False	184,481,493
40	122.95	112.18	10.77	9.1%	1.31	1.1%	56%	False	False	188,175,692
60	122.95	104.29	18.66	15.8%	1.32	1.1%	75%	False	False	192,733,209
80	122.95	104.29	18.66	15.8%	1.34	1.1%	75%	False	False	193,683,939
100	122.95	101.13	21.82	18.5%	1.45	1.2%	78%	False	False	202,662,248
120	122.95	101.13	21.82	18.5%	1.53	1.3%	78%	False	False	210,884,613

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.34
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122.32
2.618	120.94
1.618	120.09
1.000	119.56
0.618	119.24
HIGH	118.71
0.618	118.39
0.500	118.29
0.382	118.18
LOW	117.86
0.618	117.33
1.000	117.01
1.618	116.48
2.618	115.63
4.250	114.25

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	118.29	119.32
PP	118.26	118.95
S1	118.24	118.59

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

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