SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	127.69	127.56	-0.13	-0.1%	126.71
High	127.83	127.77	-0.06	0.0%	127.83
Low	127.01	126.15	-0.86	-0.7%	126.15
Close	127.39	127.14	-0.25	-0.2%	127.14
Range	0.82	1.62	0.80	97.6%	1.68
ATR	1.01	1.05	0.04	4.3%	0.00
Volume	122,400,666	155,960,478	33,559,812	27.4%	688,050,239

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.88	131.13	128.03
R3	130.26	129.51	127.59
R2	128.64	128.64	127.44
R1	127.89	127.89	127.29	127.46
PP	127.02	127.02	127.02	126.80
S1	126.27	126.27	126.99	125.84
S2	125.40	125.40	126.84
S3	123.78	124.65	126.69
S4	122.16	123.03	126.25

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.08	131.29	128.06
R3	130.40	129.61	127.60
R2	128.72	128.72	127.45
R1	127.93	127.93	127.29	128.33
PP	127.04	127.04	127.04	127.24
S1	126.25	126.25	126.99	126.65
S2	125.36	125.36	126.83
S3	123.68	124.57	126.68
S4	122.00	122.89	126.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.83	126.15	1.68	1.3%	1.17	0.9%	59%	False	True	137,610,047
10	127.83	125.04	2.79	2.2%	0.84	0.7%	75%	False	False	102,714,369
20	127.83	123.73	4.10	3.2%	0.81	0.6%	83%	False	False	113,381,614
40	127.83	117.59	10.24	8.1%	0.99	0.8%	93%	False	False	146,570,236
60	127.83	116.02	11.81	9.3%	1.09	0.9%	94%	False	False	160,042,240
80	127.83	112.18	15.65	12.3%	1.15	0.9%	96%	False	False	167,842,589
100	127.83	104.29	23.54	18.5%	1.20	0.9%	97%	False	False	174,963,070
120	127.83	104.29	23.54	18.5%	1.24	1.0%	97%	False	False	178,942,162

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 28 trading days

Fibonacci Retracements and Extensions
4.250	134.66
2.618	132.01
1.618	130.39
1.000	129.39
0.618	128.77
HIGH	127.77
0.618	127.15
0.500	126.96
0.382	126.77
LOW	126.15
0.618	125.15
1.000	124.53
1.618	123.53
2.618	121.91
4.250	119.27

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	127.08	127.09
PP	127.02	127.04
S1	126.96	126.99

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

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