SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	129.46	130.40	0.94	0.7%	128.29
High	130.97	130.84	-0.13	-0.1%	130.35
Low	129.38	130.33	0.95	0.7%	127.51
Close	130.74	130.49	-0.26	-0.2%	127.72
Range	1.59	0.51	-1.08	-67.9%	2.84
ATR	1.23	1.18	-0.05	-4.2%	0.00
Volume	166,921,316	117,645,178	-49,276,138	-29.5%	840,869,768

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.08	131.79	130.77
R3	131.57	131.28	130.63
R2	131.06	131.06	130.58
R1	130.77	130.77	130.53	130.92
PP	130.55	130.55	130.55	130.62
S1	130.26	130.26	130.44	130.41
S2	130.04	130.04	130.39
S3	129.53	129.75	130.34
S4	129.02	129.24	130.20

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	130.97	127.51	3.46	2.7%	1.34	1.0%	86%	False	False	170,477,183
10	130.97	127.13	3.84	2.9%	1.19	0.9%	87%	False	False	160,142,713
20	130.97	126.15	4.82	3.7%	1.11	0.9%	90%	False	False	143,290,225
40	130.97	122.41	8.56	6.6%	0.94	0.7%	94%	False	False	129,711,445
60	130.97	117.59	13.38	10.3%	1.04	0.8%	96%	False	False	147,976,589
80	130.97	115.65	15.32	11.7%	1.09	0.8%	97%	False	False	156,683,869
100	130.97	111.98	18.99	14.6%	1.13	0.9%	97%	False	False	164,367,432
120	130.97	104.29	26.68	20.4%	1.18	0.9%	98%	False	False	170,232,982

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	133.01
2.618	132.18
1.618	131.67
1.000	131.35
0.618	131.16
HIGH	130.84
0.618	130.65
0.500	130.59
0.382	130.52
LOW	130.33
0.618	130.01
1.000	129.82
1.618	129.50
2.618	128.99
4.250	128.16

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	130.59	130.11
PP	130.55	129.74
S1	130.52	129.36

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

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