SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	122.98	123.97	0.99	0.8%	118.50
High	123.38	124.02	0.64	0.5%	123.03
Low	122.41	123.15	0.74	0.6%	117.74
Close	123.28	123.76	0.48	0.4%	122.89
Range	0.97	0.87	-0.10	-10.3%	5.29
ATR	1.45	1.41	-0.04	-2.9%	0.00
Volume	137,767,048	123,131,434	-14,635,614	-10.6%	1,020,114,470

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.25	125.88	124.24
R3	125.38	125.01	124.00
R2	124.51	124.51	123.92
R1	124.14	124.14	123.84	123.89
PP	123.64	123.64	123.64	123.52
S1	123.27	123.27	123.68	123.02
S2	122.77	122.77	123.60
S3	121.90	122.40	123.52
S4	121.03	121.53	123.28

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	124.02	122.11	1.91	1.5%	0.91	0.7%	86%	True	False	144,149,203
10	124.02	117.74	6.28	5.1%	1.12	0.9%	96%	True	False	166,564,969
20	124.02	117.59	6.43	5.2%	1.18	1.0%	96%	True	False	179,758,859
40	124.02	116.02	8.00	6.5%	1.23	1.0%	97%	True	False	183,372,553
60	124.02	112.18	11.84	9.6%	1.26	1.0%	98%	True	False	185,996,247
80	124.02	104.29	19.73	15.9%	1.30	1.0%	99%	True	False	190,358,435
100	124.02	104.29	19.73	15.9%	1.32	1.1%	99%	True	False	192,054,272
120	124.02	101.13	22.89	18.5%	1.42	1.1%	99%	True	False	199,982,505

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127.72
2.618	126.30
1.618	125.43
1.000	124.89
0.618	124.56
HIGH	124.02
0.618	123.69
0.500	123.59
0.382	123.48
LOW	123.15
0.618	122.61
1.000	122.28
1.618	121.74
2.618	120.87
4.250	119.45

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	123.70	123.58
PP	123.64	123.40
S1	123.59	123.22

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

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