SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	118.50	117.98	-0.52	-0.4%	119.69
High	119.48	119.17	-0.31	-0.3%	120.24
Low	117.74	117.81	0.07	0.1%	117.99
Close	119.16	118.49	-0.67	-0.6%	118.80
Range	1.74	1.36	-0.38	-21.8%	2.25
ATR	1.56	1.54	-0.01	-0.9%	0.00
Volume	223,445,584	233,601,643	10,156,059	4.5%	619,265,781

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.57	121.89	119.24
R3	121.21	120.53	118.87
R2	119.85	119.85	118.74
R1	119.17	119.17	118.62	119.51
PP	118.49	118.49	118.49	118.66
S1	117.81	117.81	118.37	118.15
S2	117.13	117.13	118.24
S3	115.77	116.45	118.12
S4	114.41	115.09	117.74

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	120.23	117.74	2.49	2.1%	1.24	1.0%	30%	False	False	178,990,914
10	120.39	117.59	2.80	2.4%	1.25	1.1%	32%	False	False	190,233,066
20	122.95	117.59	5.36	4.5%	1.24	1.0%	17%	False	False	190,222,245
40	122.95	114.67	8.28	7.0%	1.27	1.1%	46%	False	False	185,027,266
60	122.95	109.55	13.40	11.3%	1.26	1.1%	67%	False	False	185,822,791
80	122.95	104.29	18.66	15.7%	1.32	1.1%	76%	False	False	193,123,591
100	122.95	104.29	18.66	15.7%	1.38	1.2%	76%	False	False	195,593,329
120	122.95	101.13	21.82	18.4%	1.45	1.2%	80%	False	False	203,249,215

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.95
2.618	122.73
1.618	121.37
1.000	120.53
0.618	120.01
HIGH	119.17
0.618	118.65
0.500	118.49
0.382	118.33
LOW	117.81
0.618	116.97
1.000	116.45
1.618	115.61
2.618	114.25
4.250	112.03

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	118.49	118.78
PP	118.49	118.68
S1	118.49	118.59

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

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