SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	128.63	128.19	-0.44	-0.3%	126.58
High	128.69	129.33	0.64	0.5%	129.33
Low	128.05	128.10	0.05	0.0%	126.20
Close	128.37	129.30	0.93	0.7%	129.30
Range	0.64	1.23	0.59	92.2%	3.13
ATR	1.02	1.03	0.02	1.5%	0.00
Volume	128,975,422	117,609,884	-11,365,538	-8.8%	586,311,559

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.60	132.18	129.98
R3	131.37	130.95	129.64
R2	130.14	130.14	129.53
R1	129.72	129.72	129.41	129.93
PP	128.91	128.91	128.91	129.02
S1	128.49	128.49	129.19	128.70
S2	127.68	127.68	129.07
S3	126.45	127.26	128.96
S4	125.22	126.03	128.62

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.67	136.61	131.02
R3	134.54	133.48	130.16
R2	131.41	131.41	129.87
R1	130.35	130.35	129.59	130.88
PP	128.28	128.28	128.28	128.54
S1	127.22	127.22	129.01	127.75
S2	125.15	125.15	128.73
S3	122.02	124.09	128.44
S4	118.89	120.96	127.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.33	126.20	3.13	2.4%	0.87	0.7%	99%	True	False	117,262,311
10	129.33	126.15	3.18	2.5%	1.02	0.8%	99%	True	False	127,436,179
20	129.33	123.82	5.51	4.3%	0.79	0.6%	99%	True	False	105,853,783
40	129.33	117.74	11.59	9.0%	0.94	0.7%	100%	True	False	135,427,305
60	129.33	117.21	12.12	9.4%	1.04	0.8%	100%	True	False	151,778,701
80	129.33	112.18	17.15	13.3%	1.12	0.9%	100%	True	False	161,801,499
100	129.33	104.29	25.04	19.4%	1.17	0.9%	100%	True	False	169,810,847
120	129.33	104.29	25.04	19.4%	1.21	0.9%	100%	True	False	174,265,061

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134.56
2.618	132.55
1.618	131.32
1.000	130.56
0.618	130.09
HIGH	129.33
0.618	128.86
0.500	128.72
0.382	128.57
LOW	128.10
0.618	127.34
1.000	126.87
1.618	126.11
2.618	124.88
4.250	122.87

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	129.11	129.09
PP	128.91	128.87
S1	128.72	128.66

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

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