SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	119.69	118.77	-0.92	-0.8%	120.58
High	120.24	119.02	-1.23	-1.0%	121.05
Low	118.77	117.99	-0.78	-0.7%	117.59
Close	120.19	118.45	-1.74	-1.4%	120.29
Range	1.47	1.03	-0.45	-30.3%	3.46
ATR	1.48	1.54	0.05	3.4%	0.00
Volume	181,358,434	221,858,760	40,500,326	22.3%	989,678,267

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.56	121.03	119.01
R3	120.53	120.00	118.73
R2	119.51	119.51	118.64
R1	118.98	118.98	118.54	118.73
PP	118.48	118.48	118.48	118.36
S1	117.95	117.95	118.35	117.71
S2	117.46	117.46	118.26
S3	116.43	116.93	118.17
S4	115.41	115.90	117.88

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	117.86	2.53	2.1%	1.10	0.9%	23%	False	False	185,896,401
10	122.16	117.59	4.57	3.9%	1.28	1.1%	19%	False	False	201,008,241
20	122.95	117.26	5.69	4.8%	1.24	1.0%	21%	False	False	190,385,703
40	122.95	113.18	9.77	8.2%	1.29	1.1%	54%	False	False	188,376,916
60	122.95	104.49	18.46	15.6%	1.26	1.1%	76%	False	False	189,759,202
80	122.95	104.29	18.66	15.8%	1.31	1.1%	76%	False	False	193,266,245
100	122.95	101.88	21.07	17.8%	1.40	1.2%	79%	False	False	197,510,819
120	122.95	101.13	21.82	18.4%	1.49	1.3%	79%	False	False	207,700,989

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123.37
2.618	121.70
1.618	120.67
1.000	120.04
0.618	119.65
HIGH	119.02
0.618	118.62
0.500	118.50
0.382	118.38
LOW	117.99
0.618	117.36
1.000	116.97
1.618	116.33
2.618	115.31
4.250	113.63

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	118.50	119.17
PP	118.48	118.93
S1	118.47	118.69

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

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