SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2011

Day Change Summary
	Previous	Current
	03-Jan-2011	04-Jan-2011	Change	Change %	Previous Week
Open	126.71	127.33	0.62	0.5%	125.13
High	127.60	127.37	-0.23	-0.2%	126.20
Low	126.66	126.19	-0.47	-0.4%	125.04
Close	127.05	126.98	-0.07	-0.1%	125.75
Range	0.94	1.18	0.24	25.5%	1.16
ATR	0.99	1.00	0.01	1.4%	0.00
Volume	138,515,753	137,311,838	-1,203,915	-0.9%	339,093,457

Daily Pivots for day following 04-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.39	129.86	127.63
R3	129.21	128.68	127.30
R2	128.03	128.03	127.20
R1	127.50	127.50	127.09	127.18
PP	126.85	126.85	126.85	126.68
S1	126.32	126.32	126.87	126.00
S2	125.67	125.67	126.76
S3	124.49	125.14	126.66
S4	123.31	123.96	126.33

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%	0.71	0.6%	73%	False	False	100,319,697
10	127.60	124.87	2.73	2.1%	0.62	0.5%	77%	False	False	85,864,548
20	127.60	122.41	5.19	4.1%	0.78	0.6%	88%	False	False	116,132,665
40	127.60	117.59	10.01	7.9%	1.00	0.8%	94%	False	False	150,319,771
60	127.60	115.65	11.95	9.4%	1.09	0.9%	95%	False	False	161,148,417
80	127.60	111.98	15.62	12.3%	1.14	0.9%	96%	False	False	169,636,734
100	127.60	104.29	23.31	18.4%	1.20	0.9%	97%	False	False	175,621,534
120	127.60	104.29	23.31	18.4%	1.26	1.0%	97%	False	False	181,564,778

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	0.11
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	132.39
2.618	130.46
1.618	129.28
1.000	128.55
0.618	128.10
HIGH	127.37
0.618	126.92
0.500	126.78
0.382	126.64
LOW	126.19
0.618	125.46
1.000	125.01
1.618	124.28
2.618	123.10
4.250	121.18

Fisher Pivots for day following 04-Jan-2011
Pivot	1 day	3 day
R1	126.91	126.81
PP	126.85	126.64
S1	126.78	126.47

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

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