SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	124.08	124.64	0.56	0.5%	125.05
High	124.46	124.90	0.44	0.4%	125.23
Low	123.82	123.98	0.16	0.1%	123.75
Close	124.30	124.60	0.30	0.2%	124.30
Range	0.64	0.92	0.28	43.8%	1.48
ATR	1.25	1.23	-0.02	-1.9%	0.00
Volume	140,936,118	118,959,868	-21,976,250	-15.6%	760,351,793

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.25	126.85	125.11
R3	126.33	125.93	124.85
R2	125.41	125.41	124.77
R1	125.01	125.01	124.68	124.75
PP	124.49	124.49	124.49	124.37
S1	124.09	124.09	124.52	123.83
S2	123.57	123.57	124.43
S3	122.65	123.17	124.35
S4	121.73	122.25	124.09

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%	0.94	0.8%	57%	False	False	149,136,877
10	125.23	122.41	2.82	2.3%	0.93	0.7%	78%	False	False	146,400,782
20	125.23	117.74	7.49	6.0%	1.05	0.8%	92%	False	False	160,283,596
40	125.23	117.26	7.97	6.4%	1.13	0.9%	92%	False	False	172,999,410
60	125.23	113.18	12.05	9.7%	1.21	1.0%	95%	False	False	177,920,300
80	125.23	104.31	20.92	16.8%	1.23	1.0%	97%	False	False	182,843,895
100	125.23	104.29	20.94	16.8%	1.27	1.0%	97%	False	False	186,717,051
120	125.23	101.13	24.10	19.3%	1.36	1.1%	97%	False	False	193,079,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.81
2.618	127.31
1.618	126.39
1.000	125.82
0.618	125.47
HIGH	124.90
0.618	124.55
0.500	124.44
0.382	124.33
LOW	123.98
0.618	123.41
1.000	123.06
1.618	122.49
2.618	121.57
4.250	120.07

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	124.55	124.51
PP	124.49	124.42
S1	124.44	124.33

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

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