SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	124.14	125.05	0.91	0.7%	122.63
High	124.60	125.20	0.60	0.5%	124.60
Low	123.73	124.52	0.79	0.6%	122.41
Close	124.48	124.56	0.08	0.1%	124.48
Range	0.87	0.68	-0.19	-21.8%	2.19
ATR	1.37	1.32	-0.05	-3.4%	0.00
Volume	117,452,490	133,627,273	16,174,783	13.8%	686,980,015

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.80	126.36	124.93
R3	126.12	125.68	124.75
R2	125.44	125.44	124.68
R1	125.00	125.00	124.62	124.88
PP	124.76	124.76	124.76	124.70
S1	124.32	124.32	124.50	124.20
S2	124.08	124.08	124.44
S3	123.40	123.64	124.37
S4	122.72	122.96	124.19

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.40	129.63	125.68
R3	128.21	127.44	125.08
R2	126.02	126.02	124.88
R1	125.25	125.25	124.68	125.64
PP	123.83	123.83	123.83	124.02
S1	123.06	123.06	124.28	123.45
S2	121.64	121.64	124.08
S3	119.45	120.87	123.88
S4	117.26	118.68	123.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.20	122.41	2.79	2.2%	0.93	0.7%	77%	True	False	143,664,687
10	125.20	117.81	7.39	5.9%	1.00	0.8%	91%	True	False	161,727,617
20	125.20	117.59	7.61	6.1%	1.11	0.9%	92%	True	False	172,483,290
40	125.20	116.02	9.18	7.4%	1.20	1.0%	93%	True	False	178,127,644
60	125.20	112.18	13.02	10.5%	1.26	1.0%	95%	True	False	183,588,735
80	125.20	104.29	20.91	16.8%	1.27	1.0%	97%	True	False	187,892,756
100	125.20	104.29	20.91	16.8%	1.30	1.0%	97%	True	False	189,176,353
120	125.20	101.13	24.07	19.3%	1.40	1.1%	97%	True	False	197,961,537

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128.09
2.618	126.98
1.618	126.30
1.000	125.88
0.618	125.62
HIGH	125.20
0.618	124.94
0.500	124.86
0.382	124.78
LOW	124.52
0.618	124.10
1.000	123.84
1.618	123.42
2.618	122.74
4.250	121.63

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	124.86	124.43
PP	124.76	124.30
S1	124.66	124.18

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

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