SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	125.64	125.13	-0.51	-0.4%	124.64
High	125.78	125.77	-0.01	0.0%	125.82
Low	125.29	125.04	-0.25	-0.2%	123.98
Close	125.60	125.65	0.05	0.0%	125.60
Range	0.49	0.73	0.24	49.0%	1.84
ATR	1.10	1.07	-0.03	-2.4%	0.00
Volume	70,052,657	58,064,305	-11,988,352	-17.1%	362,684,302

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.68	127.39	126.05
R3	126.95	126.66	125.85
R2	126.22	126.22	125.78
R1	125.93	125.93	125.72	126.08
PP	125.49	125.49	125.49	125.56
S1	125.20	125.20	125.58	125.35
S2	124.76	124.76	125.52
S3	124.03	124.47	125.45
S4	123.30	123.74	125.25

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.65	129.97	126.61
R3	128.81	128.13	126.11
R2	126.97	126.97	125.94
R1	126.29	126.29	125.77	126.63
PP	125.13	125.13	125.13	125.31
S1	124.45	124.45	125.43	124.79
S2	123.29	123.29	125.26
S3	121.45	122.61	125.09
S4	119.61	120.77	124.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.82	123.98	1.84	1.5%	0.63	0.5%	91%	False	False	84,149,721
10	125.82	123.75	2.07	1.6%	0.76	0.6%	92%	False	False	118,110,040
20	125.82	117.74	8.08	6.4%	0.94	0.7%	98%	False	False	144,409,744
40	125.82	117.59	8.23	6.5%	1.07	0.9%	98%	False	False	163,840,892
60	125.82	113.18	12.64	10.1%	1.15	0.9%	99%	False	False	169,546,573
80	125.82	108.49	17.33	13.8%	1.16	0.9%	99%	False	False	174,357,298
100	125.82	104.29	21.53	17.1%	1.24	1.0%	99%	False	False	182,610,135
120	125.82	104.29	21.53	17.1%	1.30	1.0%	99%	False	False	186,217,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128.87
2.618	127.68
1.618	126.95
1.000	126.50
0.618	126.22
HIGH	125.77
0.618	125.49
0.500	125.41
0.382	125.32
LOW	125.04
0.618	124.59
1.000	124.31
1.618	123.86
2.618	123.13
4.250	121.94

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	125.57	125.58
PP	125.49	125.50
S1	125.41	125.43

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

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