SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	117.98	120.20	2.22	1.9%	119.69
High	119.17	121.24	2.07	1.7%	120.24
Low	117.81	120.19	2.38	2.0%	117.99
Close	118.49	121.01	2.52	2.1%	118.80
Range	1.36	1.05	-0.31	-22.8%	2.25
ATR	1.54	1.63	0.09	5.6%	0.00
Volume	233,601,643	220,815,653	-12,785,990	-5.5%	619,265,781

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.96	123.54	121.59
R3	122.91	122.49	121.30
R2	121.86	121.86	121.20
R1	121.44	121.44	121.11	121.65
PP	120.81	120.81	120.81	120.92
S1	120.39	120.39	120.91	120.60
S2	119.76	119.76	120.82
S3	118.71	119.34	120.72
S4	117.66	118.29	120.43

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	121.24	117.74	3.50	2.9%	1.24	1.0%	93%	True	False	178,782,293
10	121.24	117.74	3.50	2.9%	1.17	1.0%	93%	True	False	182,339,347
20	122.95	117.59	5.36	4.4%	1.26	1.0%	64%	False	False	193,366,966
40	122.95	115.19	7.76	6.4%	1.25	1.0%	75%	False	False	184,814,771
60	122.95	109.81	13.14	10.9%	1.26	1.0%	85%	False	False	187,139,324
80	122.95	104.29	18.66	15.4%	1.32	1.1%	90%	False	False	194,374,652
100	122.95	104.29	18.66	15.4%	1.37	1.1%	90%	False	False	196,491,794
120	122.95	101.13	21.82	18.0%	1.44	1.2%	91%	False	False	203,305,487

Crabel Price Patterns
NR	True
NR4	False
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	0.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.70
2.618	123.99
1.618	122.94
1.000	122.29
0.618	121.89
HIGH	121.24
0.618	120.84
0.500	120.72
0.382	120.59
LOW	120.19
0.618	119.54
1.000	119.14
1.618	118.49
2.618	117.44
4.250	115.73

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	120.91	120.50
PP	120.81	120.00
S1	120.72	119.49

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

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