SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	123.94	122.98	-0.96	-0.8%	118.50
High	124.01	123.38	-0.63	-0.5%	123.03
Low	122.76	122.41	-0.35	-0.3%	117.74
Close	122.83	123.28	0.45	0.4%	122.89
Range	1.25	0.97	-0.28	-22.4%	5.29
ATR	1.49	1.45	-0.04	-2.5%	0.00
Volume	206,345,190	137,767,048	-68,578,142	-33.2%	1,020,114,470

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.93	125.58	123.81
R3	124.96	124.61	123.55
R2	123.99	123.99	123.46
R1	123.64	123.64	123.37	123.82
PP	123.02	123.02	123.02	123.11
S1	122.67	122.67	123.19	122.85
S2	122.05	122.05	123.10
S3	121.08	121.70	123.01
S4	120.11	120.73	122.75

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	124.01	121.13	2.88	2.3%	1.04	0.8%	75%	False	False	157,729,536
10	124.01	117.74	6.27	5.1%	1.14	0.9%	88%	False	False	168,255,914
20	124.01	117.59	6.42	5.2%	1.21	1.0%	89%	False	False	184,632,078
40	124.01	116.02	7.99	6.5%	1.24	1.0%	91%	False	False	185,142,121
60	124.01	111.98	12.03	9.8%	1.26	1.0%	94%	False	False	186,751,340
80	124.01	104.29	19.72	16.0%	1.30	1.1%	96%	False	False	190,970,826
100	124.01	104.29	19.72	16.0%	1.34	1.1%	96%	False	False	193,401,945
120	124.01	101.13	22.88	18.6%	1.43	1.2%	97%	False	False	200,730,329

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.50
2.618	125.92
1.618	124.95
1.000	124.35
0.618	123.98
HIGH	123.38
0.618	123.01
0.500	122.90
0.382	122.78
LOW	122.41
0.618	121.81
1.000	121.44
1.618	120.84
2.618	119.87
4.250	118.29

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	123.15	123.26
PP	123.02	123.23
S1	122.90	123.21

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

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