SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	128.76	129.49	0.73	0.6%	129.18
High	129.28	130.05	0.77	0.6%	129.64
Low	128.11	129.23	1.12	0.9%	127.13
Close	129.17	129.67	0.50	0.4%	128.37
Range	1.17	0.82	-0.35	-29.9%	2.51
ATR	1.07	1.05	-0.01	-1.3%	0.00
Volume	167,376,110	141,136,637	-26,239,473	-15.7%	592,727,385

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.11	131.71	130.12
R3	131.29	130.89	129.90
R2	130.47	130.47	129.82
R1	130.07	130.07	129.75	130.27
PP	129.65	129.65	129.65	129.75
S1	129.25	129.25	129.59	129.45
S2	128.83	128.83	129.52
S3	128.01	128.43	129.44
S4	127.19	127.61	129.22

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.91	134.65	129.75
R3	133.40	132.14	129.06
R2	130.89	130.89	128.83
R1	129.63	129.63	128.60	129.01
PP	128.38	128.38	128.38	128.07
S1	127.12	127.12	128.14	126.50
S2	125.87	125.87	127.91
S3	123.36	124.61	127.68
S4	120.85	122.10	126.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.05	127.13	2.92	2.3%	1.04	0.8%	87%	True	False	149,808,243
10	130.05	127.13	2.92	2.3%	1.00	0.8%	87%	True	False	136,881,437
20	130.05	125.33	4.72	3.6%	0.95	0.7%	92%	True	False	125,750,853
40	130.05	117.81	12.24	9.4%	0.91	0.7%	97%	True	False	130,875,615
60	130.05	117.59	12.46	9.6%	1.03	0.8%	97%	True	False	149,662,175
80	130.05	113.18	16.87	13.0%	1.09	0.8%	98%	True	False	157,106,416
100	130.05	109.55	20.50	15.8%	1.12	0.9%	98%	True	False	163,629,162
120	130.05	104.29	25.76	19.9%	1.19	0.9%	99%	True	False	172,424,410

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.22
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133.54
2.618	132.20
1.618	131.38
1.000	130.87
0.618	130.56
HIGH	130.05
0.618	129.74
0.500	129.64
0.382	129.54
LOW	129.23
0.618	128.72
1.000	128.41
1.618	127.90
2.618	127.08
4.250	125.75

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	129.66	129.47
PP	129.65	129.28
S1	129.64	129.08

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

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