SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	129.41	127.96	-1.45	-1.1%	126.58
High	129.54	128.40	-1.14	-0.9%	129.33
Low	127.91	127.13	-0.78	-0.6%	126.20
Close	128.25	128.08	-0.17	-0.1%	129.30
Range	1.63	1.27	-0.36	-21.9%	3.13
ATR	1.05	1.06	0.02	1.5%	0.00
Volume	151,615,000	175,510,981	23,895,981	15.8%	586,311,559

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.68	131.15	128.78
R3	130.41	129.88	128.43
R2	129.14	129.14	128.31
R1	128.61	128.61	128.20	128.88
PP	127.87	127.87	127.87	128.00
S1	127.34	127.34	127.96	127.61
S2	126.60	126.60	127.85
S3	125.33	126.07	127.73
S4	124.06	124.80	127.38

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	127.13	2.51	2.0%	1.08	0.8%	38%	False	True	137,587,889
10	129.64	126.15	3.49	2.7%	1.03	0.8%	55%	False	False	130,602,684
20	129.64	125.04	4.60	3.6%	0.86	0.7%	66%	False	False	110,184,253
40	129.64	117.74	11.90	9.3%	0.93	0.7%	87%	False	False	133,071,183
60	129.64	117.26	12.38	9.7%	1.03	0.8%	87%	False	False	151,126,511
80	129.64	113.18	16.46	12.9%	1.12	0.9%	91%	False	False	160,564,513
100	129.64	104.49	25.15	19.6%	1.14	0.9%	94%	False	False	166,534,446
120	129.64	104.29	25.35	19.8%	1.19	0.9%	94%	False	False	172,919,602

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.80
2.618	131.72
1.618	130.45
1.000	129.67
0.618	129.18
HIGH	128.40
0.618	127.91
0.500	127.77
0.382	127.62
LOW	127.13
0.618	126.35
1.000	125.86
1.618	125.08
2.618	123.81
4.250	121.73

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	127.98	128.39
PP	127.87	128.28
S1	127.77	128.18

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

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