SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	124.99	125.48	0.49	0.4%	125.05
High	125.47	125.82	0.35	0.3%	125.23
Low	124.87	125.41	0.54	0.4%	123.75
Close	125.39	125.78	0.39	0.3%	124.30
Range	0.60	0.41	-0.19	-31.7%	1.48
ATR	1.20	1.15	-0.06	-4.6%	0.00
Volume	94,848,761	78,823,016	-16,025,745	-16.9%	760,351,793

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.90	126.75	126.01
R3	126.49	126.34	125.89
R2	126.08	126.08	125.86
R1	125.93	125.93	125.82	126.01
PP	125.67	125.67	125.67	125.71
S1	125.52	125.52	125.74	125.60
S2	125.26	125.26	125.70
S3	124.85	125.11	125.67
S4	124.44	124.70	125.55

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	125.82	123.75	2.07	1.6%	0.75	0.6%	98%	True	False	122,399,394
10	125.82	123.15	2.67	2.1%	0.81	0.6%	99%	True	False	129,356,736
20	125.82	117.74	8.08	6.4%	0.98	0.8%	100%	True	False	148,806,325
40	125.82	117.26	8.56	6.8%	1.11	0.9%	100%	True	False	169,596,014
60	125.82	113.18	12.64	10.0%	1.18	0.9%	100%	True	False	175,186,719
80	125.82	104.49	21.33	17.0%	1.19	0.9%	100%	True	False	179,520,983
100	125.82	104.29	21.53	17.1%	1.25	1.0%	100%	True	False	184,374,261
120	125.82	101.88	23.94	19.0%	1.33	1.1%	100%	True	False	189,393,403

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 213 trading days

Fibonacci Retracements and Extensions
4.250	127.56
2.618	126.89
1.618	126.48
1.000	126.23
0.618	126.07
HIGH	125.82
0.618	125.66
0.500	125.62
0.382	125.57
LOW	125.41
0.618	125.16
1.000	125.00
1.618	124.75
2.618	124.34
4.250	123.67

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	125.73	125.49
PP	125.67	125.19
S1	125.62	124.90

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

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