SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	130.83	131.44	0.61	0.5%	128.07
High	131.20	132.40	1.20	0.9%	131.20
Low	130.23	131.43	1.20	0.9%	127.75
Close	131.15	131.97	0.82	0.6%	131.15
Range	0.97	0.97	0.00	0.0%	3.45
ATR	1.18	1.19	0.00	0.4%	0.00
Volume	134,578,637	112,329,373	-22,249,264	-16.5%	713,975,908

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.84	134.38	132.50
R3	133.87	133.41	132.24
R2	132.90	132.90	132.15
R1	132.44	132.44	132.06	132.67
PP	131.93	131.93	131.93	132.05
S1	131.47	131.47	131.88	131.70
S2	130.96	130.96	131.79
S3	129.99	130.50	131.70
S4	129.02	129.53	131.44

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.38	139.22	133.05
R3	136.93	135.77	132.10
R2	133.48	133.48	131.78
R1	132.32	132.32	131.47	132.90
PP	130.03	130.03	130.03	130.33
S1	128.87	128.87	130.83	129.45
S2	126.58	126.58	130.52
S3	123.13	125.42	130.20
S4	119.68	121.97	129.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.40	129.38	3.02	2.3%	1.09	0.8%	86%	True	False	135,439,726
10	132.40	127.51	4.89	3.7%	1.20	0.9%	91%	True	False	155,353,080
20	132.40	126.20	6.20	4.7%	1.09	0.8%	93%	True	False	142,310,699
40	132.40	123.73	8.67	6.6%	0.95	0.7%	95%	True	False	127,846,156
60	132.40	117.59	14.81	11.2%	1.03	0.8%	97%	True	False	145,150,391
80	132.40	116.02	16.38	12.4%	1.09	0.8%	97%	True	False	155,609,355
100	132.40	112.18	20.22	15.3%	1.14	0.9%	98%	True	False	162,736,211
120	132.40	104.29	28.11	21.3%	1.18	0.9%	98%	True	False	169,521,009

Crabel Price Patterns
NR	False
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	0.28

Fibonacci Retracements and Extensions
4.250	136.52
2.618	134.94
1.618	133.97
1.000	133.37
0.618	133.00
HIGH	132.40
0.618	132.03
0.500	131.92
0.382	131.80
LOW	131.43
0.618	130.83
1.000	130.46
1.618	129.86
2.618	128.89
4.250	127.31

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	131.95	131.64
PP	131.93	131.31
S1	131.92	130.99

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

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