SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	129.18	129.41	0.23	0.2%	126.58
High	129.64	129.54	-0.10	-0.1%	129.33
Low	129.03	127.91	-1.12	-0.9%	126.20
Close	129.52	128.25	-1.27	-1.0%	129.30
Range	0.61	1.63	1.02	166.5%	3.13
ATR	1.00	1.05	0.04	4.4%	0.00
Volume	114,228,161	151,615,000	37,386,839	32.7%	586,311,559

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.44	132.47	129.14
R3	131.82	130.85	128.70
R2	130.19	130.19	128.55
R1	129.22	129.22	128.40	128.89
PP	128.57	128.57	128.57	128.40
S1	127.59	127.59	128.10	127.27
S2	126.94	126.94	127.95
S3	125.31	125.97	127.80
S4	123.69	124.34	127.36

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	127.91	1.73	1.3%	0.97	0.8%	20%	False	True	123,954,631
10	129.64	126.15	3.49	2.7%	1.03	0.8%	60%	False	False	126,437,736
20	129.64	124.87	4.77	3.7%	0.83	0.6%	71%	False	False	106,151,142
40	129.64	117.74	11.90	9.3%	0.94	0.7%	88%	False	False	133,217,369
60	129.64	117.26	12.38	9.7%	1.03	0.8%	89%	False	False	150,716,654
80	129.64	113.18	16.46	12.8%	1.12	0.9%	92%	False	False	159,978,010
100	129.64	104.31	25.33	19.8%	1.15	0.9%	95%	False	False	167,505,344
120	129.64	104.29	25.35	19.8%	1.19	0.9%	95%	False	False	173,289,399

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	0.18
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	136.44
2.618	133.79
1.618	132.17
1.000	131.16
0.618	130.54
HIGH	129.54
0.618	128.91
0.500	128.72
0.382	128.53
LOW	127.91
0.618	126.91
1.000	126.28
1.618	125.28
2.618	123.65
4.250	121.00

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	128.72	128.78
PP	128.57	128.60
S1	128.41	128.43

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

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