SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	122.14	122.63	0.49	0.4%	118.50
High	123.03	123.04	0.01	0.0%	123.03
Low	122.11	122.50	0.39	0.3%	117.74
Close	122.89	122.76	-0.13	-0.1%	122.89
Range	0.92	0.54	-0.38	-41.3%	5.29
ATR	1.58	1.50	-0.07	-4.7%	0.00
Volume	151,218,494	102,283,853	-48,934,641	-32.4%	1,020,114,470

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.39	124.11	123.06
R3	123.85	123.57	122.91
R2	123.31	123.31	122.86
R1	123.03	123.03	122.81	123.17
PP	122.77	122.77	122.77	122.84
S1	122.49	122.49	122.71	122.63
S2	122.23	122.23	122.66
S3	121.69	121.95	122.61
S4	121.15	121.41	122.46

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.09	135.28	125.80
R3	131.80	129.99	124.34
R2	126.51	126.51	123.86
R1	124.70	124.70	123.37	125.61
PP	121.22	121.22	121.22	121.67
S1	119.41	119.41	122.41	120.32
S2	115.93	115.93	121.92
S3	110.64	114.12	121.44
S4	105.35	108.83	119.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.04	117.81	5.23	4.3%	1.08	0.9%	95%	True	False	179,790,547
10	123.04	117.74	5.30	4.3%	1.17	1.0%	95%	True	False	174,166,410
20	123.04	117.59	5.45	4.4%	1.23	1.0%	95%	True	False	184,506,878
40	123.04	115.65	7.39	6.0%	1.24	1.0%	96%	True	False	183,656,294
60	123.04	111.98	11.06	9.0%	1.26	1.0%	97%	True	False	187,471,424
80	123.04	104.29	18.75	15.3%	1.30	1.1%	99%	True	False	190,493,751
100	123.04	104.29	18.75	15.3%	1.36	1.1%	99%	True	False	194,651,200
120	123.04	101.13	21.91	17.8%	1.43	1.2%	99%	True	False	201,503,513

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	125.34
2.618	124.45
1.618	123.91
1.000	123.58
0.618	123.37
HIGH	123.04
0.618	122.83
0.500	122.77
0.382	122.71
LOW	122.50
0.618	122.17
1.000	121.96
1.618	121.63
2.618	121.09
4.250	120.21

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	122.77	122.54
PP	122.77	122.31
S1	122.76	122.09

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

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