SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	124.18	124.08	-0.10	-0.1%	125.05
High	124.91	124.46	-0.45	-0.4%	125.23
Low	123.75	123.82	0.07	0.1%	123.75
Close	124.82	124.30	-0.52	-0.4%	124.30
Range	1.16	0.64	-0.52	-44.8%	1.48
ATR	1.27	1.25	-0.02	-1.5%	0.00
Volume	178,429,210	140,936,118	-37,493,092	-21.0%	760,351,793

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.11	125.85	124.65
R3	125.47	125.21	124.48
R2	124.83	124.83	124.42
R1	124.57	124.57	124.36	124.70
PP	124.19	124.19	124.19	124.26
S1	123.93	123.93	124.24	124.06
S2	123.55	123.55	124.18
S3	122.91	123.29	124.12
S4	122.27	122.65	123.95

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.87	128.06	125.11
R3	127.39	126.58	124.71
R2	125.91	125.91	124.57
R1	125.10	125.10	124.44	124.77
PP	124.43	124.43	124.43	124.26
S1	123.62	123.62	124.16	123.29
S2	122.95	122.95	124.03
S3	121.47	122.14	123.89
S4	119.99	120.66	123.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.23	123.75	1.48	1.2%	0.89	0.7%	37%	False	False	152,070,358
10	125.23	122.41	2.82	2.3%	0.90	0.7%	67%	False	False	144,733,180
20	125.23	117.74	7.49	6.0%	1.06	0.9%	88%	False	False	162,175,718
40	125.23	117.26	7.97	6.4%	1.13	0.9%	88%	False	False	172,728,835
60	125.23	113.18	12.05	9.7%	1.22	1.0%	92%	False	False	179,430,948
80	125.23	104.31	20.92	16.8%	1.24	1.0%	96%	False	False	184,159,691
100	125.23	104.29	20.94	16.8%	1.28	1.0%	96%	False	False	187,727,861
120	125.23	101.13	24.10	19.4%	1.37	1.1%	96%	False	False	194,448,771

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	127.18
2.618	126.14
1.618	125.50
1.000	125.10
0.618	124.86
HIGH	124.46
0.618	124.22
0.500	124.14
0.382	124.06
LOW	123.82
0.618	123.42
1.000	123.18
1.618	122.78
2.618	122.14
4.250	121.10

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	124.25	124.34
PP	124.19	124.33
S1	124.14	124.31

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

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