SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	125.53	126.71	1.18	0.9%	125.13
High	125.87	127.60	1.73	1.4%	126.20
Low	125.33	126.66	1.33	1.1%	125.04
Close	125.75	127.05	1.30	1.0%	125.75
Range	0.54	0.94	0.40	74.1%	1.16
ATR	0.92	0.99	0.07	7.2%	0.00
Volume	91,207,635	138,515,753	47,308,118	51.9%	339,093,457

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.92	129.43	127.57
R3	128.98	128.49	127.31
R2	128.04	128.04	127.22
R1	127.55	127.55	127.14	127.80
PP	127.10	127.10	127.10	127.23
S1	126.61	126.61	126.96	126.86
S2	126.16	126.16	126.88
S3	125.22	125.67	126.79
S4	124.28	124.73	126.53

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.14	128.61	126.39
R3	127.98	127.45	126.07
R2	126.82	126.82	125.96
R1	126.29	126.29	125.86	126.56
PP	125.66	125.66	125.66	125.80
S1	125.13	125.13	125.64	125.40
S2	124.50	124.50	125.54
S3	123.34	123.97	125.43
S4	122.18	122.81	125.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.60	125.33	2.27	1.8%	0.57	0.4%	76%	True	False	83,908,981
10	127.60	123.98	3.62	2.8%	0.60	0.5%	85%	True	False	84,029,351
20	127.60	122.41	5.19	4.1%	0.75	0.6%	89%	True	False	114,381,266
40	127.60	117.59	10.01	7.9%	0.99	0.8%	95%	True	False	151,401,856
60	127.60	115.61	11.99	9.4%	1.09	0.9%	95%	True	False	161,820,331
80	127.60	110.87	16.73	13.2%	1.14	0.9%	97%	True	False	169,517,238
100	127.60	104.29	23.31	18.3%	1.20	0.9%	98%	True	False	176,642,063
120	127.60	104.29	23.31	18.3%	1.27	1.0%	98%	True	False	182,351,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	131.60
2.618	130.06
1.618	129.12
1.000	128.54
0.618	128.18
HIGH	127.60
0.618	127.24
0.500	127.13
0.382	127.02
LOW	126.66
0.618	126.08
1.000	125.72
1.618	125.14
2.618	124.20
4.250	122.67

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	127.13	126.86
PP	127.10	126.66
S1	127.08	126.47

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

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