SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	128.19	129.18	0.99	0.8%	126.58
High	129.33	129.64	0.31	0.2%	129.33
Low	128.10	129.03	0.93	0.7%	126.20
Close	129.30	129.52	0.22	0.2%	129.30
Range	1.23	0.61	-0.62	-50.4%	3.13
ATR	1.03	1.00	-0.03	-2.9%	0.00
Volume	117,609,884	114,228,161	-3,381,723	-2.9%	586,311,559

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.23	130.98	129.86
R3	130.62	130.37	129.69
R2	130.01	130.01	129.63
R1	129.76	129.76	129.58	129.89
PP	129.40	129.40	129.40	129.46
S1	129.15	129.15	129.46	129.28
S2	128.79	128.79	129.41
S3	128.18	128.54	129.35
S4	127.57	127.93	129.18

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	129.64	126.95	2.69	2.1%	0.80	0.6%	96%	True	False	115,668,284
10	129.64	126.15	3.49	2.7%	0.98	0.8%	97%	True	False	125,007,420
20	129.64	123.98	5.66	4.4%	0.79	0.6%	98%	True	False	104,518,385
40	129.64	117.74	11.90	9.2%	0.93	0.7%	99%	True	False	133,347,052
60	129.64	117.26	12.38	9.6%	1.01	0.8%	99%	True	False	149,992,018
80	129.64	113.18	16.46	12.7%	1.11	0.9%	99%	True	False	160,702,807
100	129.64	104.31	25.33	19.6%	1.15	0.9%	100%	True	False	168,231,430
120	129.64	104.29	25.35	19.6%	1.20	0.9%	100%	True	False	173,859,615

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	132.23
2.618	131.24
1.618	130.63
1.000	130.25
0.618	130.02
HIGH	129.64
0.618	129.41
0.500	129.34
0.382	129.26
LOW	129.03
0.618	128.65
1.000	128.42
1.618	128.04
2.618	127.43
4.250	126.44

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	129.46	129.30
PP	129.40	129.07
S1	129.34	128.85

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

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