SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	124.44	124.18	-0.26	-0.2%	122.63
High	124.93	124.91	-0.02	0.0%	124.60
Low	123.89	123.75	-0.14	-0.1%	122.41
Close	124.10	124.82	0.72	0.6%	124.48
Range	1.04	1.16	0.12	11.5%	2.19
ATR	1.28	1.27	-0.01	-0.7%	0.00
Volume	160,354,440	178,429,210	18,074,770	11.3%	686,980,015

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.97	127.56	125.46
R3	126.81	126.40	125.14
R2	125.65	125.65	125.03
R1	125.24	125.24	124.93	125.45
PP	124.49	124.49	124.49	124.60
S1	124.08	124.08	124.71	124.29
S2	123.33	123.33	124.61
S3	122.17	122.92	124.50
S4	121.01	121.76	124.18

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	123.73	1.50	1.2%	0.94	0.8%	73%	False	False	147,373,633
10	125.23	122.11	3.12	2.5%	0.92	0.7%	87%	False	False	145,761,418
20	125.23	117.74	7.49	6.0%	1.08	0.9%	95%	False	False	165,000,827
40	125.23	117.21	8.02	6.4%	1.16	0.9%	95%	False	False	174,741,160
60	125.23	112.18	13.05	10.5%	1.23	1.0%	97%	False	False	180,450,737
80	125.23	104.29	20.94	16.8%	1.26	1.0%	98%	False	False	185,800,113
100	125.23	104.29	20.94	16.8%	1.29	1.0%	98%	False	False	187,947,317
120	125.23	101.13	24.10	19.3%	1.38	1.1%	98%	False	False	196,385,344

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	129.84
2.618	127.95
1.618	126.79
1.000	126.07
0.618	125.63
HIGH	124.91
0.618	124.47
0.500	124.33
0.382	124.19
LOW	123.75
0.618	123.03
1.000	122.59
1.618	121.87
2.618	120.71
4.250	118.82

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	124.66	124.71
PP	124.49	124.60
S1	124.33	124.49

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

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