SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	125.05	124.75	-0.30	-0.2%	122.63
High	125.20	125.23	0.03	0.0%	124.60
Low	124.52	124.29	-0.23	-0.2%	122.41
Close	124.56	124.67	0.11	0.1%	124.48
Range	0.68	0.94	0.26	38.2%	2.19
ATR	1.32	1.30	-0.03	-2.1%	0.00
Volume	133,627,273	147,004,752	13,377,479	10.0%	686,980,015

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.55	127.05	125.19
R3	126.61	126.11	124.93
R2	125.67	125.67	124.84
R1	125.17	125.17	124.76	124.95
PP	124.73	124.73	124.73	124.62
S1	124.23	124.23	124.58	124.01
S2	123.79	123.79	124.50
S3	122.85	123.29	124.41
S4	121.91	122.35	124.15

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	125.23	122.41	2.82	2.3%	0.87	0.7%	80%	True	False	131,796,599
10	125.23	120.19	5.04	4.0%	0.96	0.8%	89%	True	False	153,067,928
20	125.23	117.59	7.64	6.1%	1.11	0.9%	93%	True	False	171,650,497
40	125.23	116.02	9.21	7.4%	1.19	1.0%	94%	True	False	178,274,357
60	125.23	112.18	13.05	10.5%	1.24	1.0%	96%	True	False	182,463,084
80	125.23	104.29	20.94	16.8%	1.27	1.0%	97%	True	False	187,110,787
100	125.23	104.29	20.94	16.8%	1.29	1.0%	97%	True	False	188,427,024
120	125.23	101.13	24.10	19.3%	1.39	1.1%	98%	True	False	196,950,729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129.23
2.618	127.69
1.618	126.75
1.000	126.17
0.618	125.81
HIGH	125.23
0.618	124.87
0.500	124.76
0.382	124.65
LOW	124.29
0.618	123.71
1.000	123.35
1.618	122.77
2.618	121.83
4.250	120.30

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	124.76	124.61
PP	124.73	124.54
S1	124.70	124.48

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

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