SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	120.20	121.20	1.00	0.8%	119.69
High	121.24	122.65	1.41	1.2%	120.24
Low	120.19	121.13	0.94	0.8%	117.99
Close	121.01	122.56	1.55	1.3%	118.80
Range	1.05	1.52	0.47	44.8%	2.25
ATR	1.63	1.63	0.00	0.1%	0.00
Volume	220,815,653	191,033,096	-29,782,557	-13.5%	619,265,781

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.67	126.14	123.40
R3	125.15	124.62	122.98
R2	123.63	123.63	122.84
R1	123.10	123.10	122.70	123.37
PP	122.11	122.11	122.11	122.25
S1	121.58	121.58	122.42	121.85
S2	120.59	120.59	122.28
S3	119.07	120.06	122.14
S4	117.55	118.54	121.72

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	122.65	117.74	4.91	4.0%	1.34	1.1%	98%	True	False	188,980,736
10	122.65	117.74	4.91	4.0%	1.24	1.0%	98%	True	False	184,240,237
20	122.95	117.59	5.36	4.4%	1.26	1.0%	93%	False	False	191,592,844
40	122.95	115.19	7.76	6.3%	1.27	1.0%	95%	False	False	185,877,719
60	122.95	110.62	12.33	10.1%	1.27	1.0%	97%	False	False	187,824,704
80	122.95	104.29	18.66	15.2%	1.32	1.1%	98%	False	False	193,728,910
100	122.95	104.29	18.66	15.2%	1.38	1.1%	98%	False	False	196,276,440
120	122.95	101.13	21.82	17.8%	1.44	1.2%	98%	False	False	203,172,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129.11
2.618	126.63
1.618	125.11
1.000	124.17
0.618	123.59
HIGH	122.65
0.618	122.07
0.500	121.89
0.382	121.71
LOW	121.13
0.618	120.19
1.000	119.61
1.618	118.67
2.618	117.15
4.250	114.67

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	122.34	121.78
PP	122.11	121.01
S1	121.89	120.23

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

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