SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	119.90	119.69	-0.21	-0.2%	120.58
High	120.34	120.24	-0.10	-0.1%	121.05
Low	119.25	118.77	-0.48	-0.4%	117.59
Close	120.29	120.19	-0.10	-0.1%	120.29
Range	1.09	1.47	0.38	34.9%	3.46
ATR	1.48	1.48	0.00	0.2%	0.00
Volume	156,802,316	181,358,434	24,556,118	15.7%	989,678,267

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.14	123.64	121.00
R3	122.67	122.17	120.59
R2	121.20	121.20	120.46
R1	120.70	120.70	120.32	120.95
PP	119.73	119.73	119.73	119.86
S1	119.23	119.23	120.06	119.48
S2	118.26	118.26	119.92
S3	116.79	117.76	119.79
S4	115.32	116.29	119.38

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.02	128.62	122.19
R3	126.56	125.16	121.24
R2	123.10	123.10	120.92
R1	121.70	121.70	120.61	120.67
PP	119.64	119.64	119.64	119.13
S1	118.24	118.24	119.97	117.21
S2	116.18	116.18	119.66
S3	112.72	114.78	119.34
S4	109.26	111.32	118.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.39	117.59	2.80	2.3%	1.27	1.1%	93%	False	False	201,475,217
10	122.95	117.59	5.36	4.5%	1.36	1.1%	49%	False	False	197,426,996
20	122.95	117.26	5.69	4.7%	1.23	1.0%	51%	False	False	187,237,169
40	122.95	113.18	9.77	8.1%	1.31	1.1%	72%	False	False	188,057,844
60	122.95	104.49	18.46	15.4%	1.27	1.1%	85%	False	False	188,843,288
80	122.95	104.29	18.66	15.5%	1.32	1.1%	85%	False	False	192,843,812
100	122.95	101.62	21.33	17.7%	1.41	1.2%	87%	False	False	197,625,148
120	122.95	101.13	21.82	18.2%	1.50	1.2%	87%	False	False	209,148,531

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

Fibonacci Retracements and Extensions
4.250	126.49
2.618	124.09
1.618	122.62
1.000	121.71
0.618	121.15
HIGH	120.24
0.618	119.68
0.500	119.51
0.382	119.33
LOW	118.77
0.618	117.86
1.000	117.30
1.618	116.39
2.618	114.92
4.250	112.52

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	119.96	119.99
PP	119.73	119.78
S1	119.51	119.58

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

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