SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	119.16	118.50	-0.66	-0.6%	119.69
High	119.81	119.48	-0.33	-0.3%	120.24
Low	118.80	117.74	-1.06	-0.9%	117.99
Close	118.80	119.16	0.36	0.3%	118.80
Range	1.01	1.74	0.73	72.3%	2.25
ATR	1.54	1.56	0.01	0.9%	0.00
Volume	76,007,704	223,445,584	147,437,880	194.0%	619,265,781

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.01	123.33	120.12
R3	122.27	121.59	119.64
R2	120.53	120.53	119.48
R1	119.85	119.85	119.32	120.19
PP	118.79	118.79	118.79	118.97
S1	118.11	118.11	119.00	118.45
S2	117.05	117.05	118.84
S3	115.31	116.37	118.68
S4	113.57	114.63	118.21

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.76	124.53	120.04
R3	123.51	122.28	119.42
R2	121.26	121.26	119.21
R1	120.03	120.03	119.01	119.52
PP	119.01	119.01	119.01	118.76
S1	117.78	117.78	118.59	117.27
S2	116.76	116.76	118.39
S3	114.51	115.53	118.18
S4	112.26	113.28	117.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.24	117.74	2.50	2.1%	1.26	1.1%	57%	False	True	168,542,273
10	121.05	117.59	3.46	2.9%	1.22	1.0%	45%	False	False	183,238,963
20	122.95	117.59	5.36	4.5%	1.27	1.1%	29%	False	False	187,235,295
40	122.95	113.18	9.77	8.2%	1.27	1.1%	61%	False	False	183,337,217
60	122.95	109.55	13.40	11.2%	1.25	1.1%	72%	False	False	185,464,859
80	122.95	104.29	18.66	15.7%	1.33	1.1%	80%	False	False	193,198,807
100	122.95	104.29	18.66	15.7%	1.37	1.2%	80%	False	False	194,706,631
120	122.95	101.13	21.82	18.3%	1.46	1.2%	83%	False	False	203,950,118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	126.88
2.618	124.04
1.618	122.30
1.000	121.22
0.618	120.56
HIGH	119.48
0.618	118.82
0.500	118.61
0.382	118.40
LOW	117.74
0.618	116.66
1.000	116.00
1.618	114.92
2.618	113.18
4.250	110.35

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	118.98	119.10
PP	118.79	119.04
S1	118.61	118.99

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

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