SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	127.33	126.58	-0.75	-0.6%	125.13
High	127.37	127.73	0.36	0.3%	126.20
Low	126.19	126.46	0.27	0.2%	125.04
Close	126.98	127.64	0.66	0.5%	125.75
Range	1.18	1.27	0.09	7.2%	1.16
ATR	1.00	1.02	0.02	1.9%	0.00
Volume	137,311,838	133,861,504	-3,450,334	-2.5%	339,093,457

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.07	130.62	128.34
R3	129.81	129.36	127.99
R2	128.54	128.54	127.87
R1	128.09	128.09	127.76	128.32
PP	127.28	127.28	127.28	127.39
S1	126.83	126.83	127.52	127.05
S2	126.01	126.01	127.41
S3	124.75	125.56	127.29
S4	123.48	124.30	126.94

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	127.73	125.33	2.40	1.9%	0.91	0.7%	96%	True	False	115,497,848
10	127.73	125.04	2.69	2.1%	0.69	0.5%	97%	True	False	89,765,822
20	127.73	122.41	5.32	4.2%	0.78	0.6%	98%	True	False	112,508,480
40	127.73	117.59	10.14	7.9%	1.02	0.8%	99%	True	False	149,777,261
60	127.73	115.65	12.08	9.5%	1.10	0.9%	99%	True	False	161,664,041
80	127.73	111.98	15.75	12.3%	1.15	0.9%	99%	True	False	169,085,648
100	127.73	104.29	23.44	18.4%	1.20	0.9%	100%	True	False	175,376,301
120	127.73	104.29	23.44	18.4%	1.25	1.0%	100%	True	False	180,325,179

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 23 trading days

Fibonacci Retracements and Extensions
4.250	133.10
2.618	131.04
1.618	129.77
1.000	128.99
0.618	128.51
HIGH	127.73
0.618	127.24
0.500	127.09
0.382	126.94
LOW	126.46
0.618	125.68
1.000	125.20
1.618	124.41
2.618	123.15
4.250	121.08

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	127.46	127.41
PP	127.28	127.19
S1	127.09	126.96

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

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