SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	125.90	125.98	0.08	0.1%	124.64
High	125.95	126.20	0.25	0.2%	125.82
Low	125.50	125.90	0.40	0.3%	123.98
Close	125.83	125.92	0.09	0.1%	125.60
Range	0.45	0.30	-0.15	-33.3%	1.84
ATR	1.03	0.98	-0.05	-4.6%	0.00
Volume	55,258,257	57,970,747	2,712,490	4.9%	362,684,302

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.91	126.71	126.09
R3	126.61	126.41	126.00
R2	126.31	126.31	125.98
R1	126.11	126.11	125.95	126.06
PP	126.01	126.01	126.01	125.98
S1	125.81	125.81	125.89	125.76
S2	125.71	125.71	125.87
S3	125.41	125.51	125.84
S4	125.11	125.21	125.76

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	126.20	125.04	1.16	0.9%	0.48	0.4%	76%	True	False	64,033,796
10	126.20	123.75	2.45	1.9%	0.67	0.5%	89%	True	False	101,369,737
20	126.20	120.19	6.01	4.8%	0.82	0.6%	95%	True	False	127,218,833
40	126.20	117.59	8.61	6.8%	1.03	0.8%	97%	True	False	158,720,539
60	126.20	114.67	11.53	9.2%	1.12	0.9%	98%	True	False	165,757,788
80	126.20	109.55	16.65	13.2%	1.15	0.9%	98%	True	False	171,171,801
100	126.20	104.29	21.91	17.4%	1.22	1.0%	99%	True	False	179,942,639
120	126.20	104.29	21.91	17.4%	1.28	1.0%	99%	True	False	184,197,579

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	0.20
Narrowest range in 217 trading days

Fibonacci Retracements and Extensions
4.250	127.48
2.618	126.99
1.618	126.69
1.000	126.50
0.618	126.39
HIGH	126.20
0.618	126.09
0.500	126.05
0.382	126.01
LOW	125.90
0.618	125.71
1.000	125.60
1.618	125.41
2.618	125.11
4.250	124.63

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	126.05	125.82
PP	126.01	125.72
S1	125.96	125.62

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

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