SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	124.64	124.99	0.35	0.3%	125.05
High	124.90	125.47	0.57	0.5%	125.23
Low	123.98	124.87	0.89	0.7%	123.75
Close	124.60	125.39	0.79	0.6%	124.30
Range	0.92	0.60	-0.32	-34.8%	1.48
ATR	1.23	1.20	-0.03	-2.1%	0.00
Volume	118,959,868	94,848,761	-24,111,107	-20.3%	760,351,793

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.04	126.82	125.72
R3	126.44	126.22	125.56
R2	125.84	125.84	125.50
R1	125.62	125.62	125.45	125.73
PP	125.24	125.24	125.24	125.30
S1	125.02	125.02	125.34	125.13
S2	124.64	124.64	125.28
S3	124.04	124.42	125.23
S4	123.44	123.82	125.06

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	125.47	123.75	1.72	1.4%	0.87	0.7%	95%	True	False	138,705,679
10	125.47	122.41	3.06	2.4%	0.87	0.7%	97%	True	False	135,251,139
20	125.47	117.74	7.73	6.2%	1.01	0.8%	99%	True	False	155,958,112
40	125.47	117.26	8.21	6.5%	1.12	0.9%	99%	True	False	171,597,641
60	125.47	113.18	12.29	9.8%	1.21	1.0%	99%	True	False	177,357,934
80	125.47	104.49	20.98	16.7%	1.21	1.0%	100%	True	False	180,621,994
100	125.47	104.29	21.18	16.9%	1.26	1.0%	100%	True	False	185,466,672
120	125.47	101.62	23.85	19.0%	1.35	1.1%	100%	True	False	190,680,642

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	128.02
2.618	127.04
1.618	126.44
1.000	126.07
0.618	125.84
HIGH	125.47
0.618	125.24
0.500	125.17
0.382	125.10
LOW	124.87
0.618	124.50
1.000	124.27
1.618	123.90
2.618	123.30
4.250	122.32

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	125.32	125.14
PP	125.24	124.89
S1	125.17	124.65

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

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