SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	118.21	119.36	1.15	1.0%	122.34
High	118.71	120.39	1.68	1.4%	122.95
Low	117.86	119.35	1.49	1.3%	119.65
Close	118.22	119.96	1.74	1.5%	120.20
Range	0.85	1.04	0.19	22.4%	3.30
ATR	1.46	1.51	0.05	3.5%	0.00
Volume	172,024,197	197,438,299	25,414,102	14.8%	958,795,199

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.02	122.53	120.53
R3	121.98	121.49	120.24
R2	120.94	120.94	120.15
R1	120.45	120.45	120.05	120.69
PP	119.90	119.90	119.90	120.02
S1	119.41	119.41	119.86	119.65
S2	118.86	118.86	119.77
S3	117.82	118.37	119.67
S4	116.78	117.33	119.39

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	121.35	117.59	3.76	3.1%	1.31	1.1%	63%	False	False	214,361,295
10	122.95	117.59	5.36	4.5%	1.25	1.0%	44%	False	False	197,226,639
20	122.95	117.26	5.69	4.7%	1.19	1.0%	47%	False	False	183,281,952
40	122.95	113.18	9.77	8.1%	1.30	1.1%	69%	False	False	188,058,563
60	122.95	104.31	18.64	15.5%	1.30	1.1%	84%	False	False	191,487,682
80	122.95	104.29	18.66	15.6%	1.34	1.1%	84%	False	False	194,115,897
100	122.95	101.13	21.82	18.2%	1.43	1.2%	86%	False	False	200,903,382
120	122.95	101.13	21.82	18.2%	1.52	1.3%	86%	False	False	210,217,930

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.81
2.618	123.11
1.618	122.07
1.000	121.43
0.618	121.03
HIGH	120.39
0.618	119.99
0.500	119.87
0.382	119.75
LOW	119.35
0.618	118.71
1.000	118.31
1.618	117.67
2.618	116.63
4.250	114.93

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	119.93	119.64
PP	119.90	119.31
S1	119.87	118.99

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

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