SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	129.70	130.14	0.44	0.3%	128.29
High	130.21	130.35	0.14	0.1%	130.35
Low	129.47	127.51	-1.96	-1.5%	127.51
Close	129.99	127.72	-2.27	-1.7%	127.72
Range	0.74	2.84	2.10	283.8%	2.84
ATR	1.03	1.16	0.13	12.5%	0.00
Volume	123,202,443	295,510,330	172,307,887	139.9%	840,869,768

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.05	135.22	129.28
R3	134.21	132.38	128.50
R2	131.37	131.37	128.24
R1	129.54	129.54	127.98	129.04
PP	128.53	128.53	128.53	128.27
S1	126.70	126.70	127.46	126.20
S2	125.69	125.69	127.20
S3	122.85	123.86	126.94
S4	120.01	121.02	126.16

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.05	135.22	129.28
R3	134.21	132.38	128.50
R2	131.37	131.37	128.24
R1	129.54	129.54	127.98	129.04
PP	128.53	128.53	128.53	128.27
S1	126.70	126.70	127.46	126.20
S2	125.69	125.69	127.20
S3	122.85	123.86	126.94
S4	120.01	121.02	126.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.35	127.51	2.84	2.2%	1.31	1.0%	7%	True	True	168,173,953
10	130.35	127.13	3.22	2.5%	1.22	1.0%	18%	True	False	155,120,703
20	130.35	125.33	5.02	3.9%	1.09	0.9%	48%	True	False	139,958,329
40	130.35	121.13	9.22	7.2%	0.94	0.7%	71%	True	False	129,983,002
60	130.35	117.59	12.76	10.0%	1.05	0.8%	79%	True	False	151,110,990
80	130.35	115.19	15.16	11.9%	1.10	0.9%	83%	True	False	157,398,886
100	130.35	109.81	20.54	16.1%	1.13	0.9%	87%	True	False	164,276,795
120	130.35	104.29	26.06	20.4%	1.20	0.9%	90%	True	False	172,910,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 143 trading days

Fibonacci Retracements and Extensions
4.250	142.42
2.618	137.79
1.618	134.95
1.000	133.19
0.618	132.11
HIGH	130.35
0.618	129.27
0.500	128.93
0.382	128.59
LOW	127.51
0.618	125.75
1.000	124.67
1.618	122.91
2.618	120.07
4.250	115.44

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	128.93	128.93
PP	128.53	128.53
S1	128.12	128.12

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

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