SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	131.44	132.09	0.65	0.5%	128.07
High	132.40	132.64	0.24	0.2%	131.20
Low	131.43	131.73	0.30	0.2%	127.75
Close	131.97	132.57	0.60	0.5%	131.15
Range	0.97	0.91	-0.06	-6.2%	3.45
ATR	1.19	1.17	-0.02	-1.7%	0.00
Volume	112,329,373	98,856,842	-13,472,531	-12.0%	713,975,908

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.04	134.72	133.07
R3	134.13	133.81	132.82
R2	133.22	133.22	132.74
R1	132.90	132.90	132.65	133.06
PP	132.31	132.31	132.31	132.40
S1	131.99	131.99	132.49	132.15
S2	131.40	131.40	132.40
S3	130.49	131.08	132.32
S4	129.58	130.17	132.07

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	132.64	129.57	3.07	2.3%	0.95	0.7%	98%	True	False	121,826,831
10	132.64	127.51	5.13	3.9%	1.18	0.9%	99%	True	False	148,501,153
20	132.64	126.95	5.69	4.3%	1.09	0.8%	99%	True	False	141,143,626
40	132.64	123.75	8.89	6.7%	0.95	0.7%	99%	True	False	127,381,265
60	132.64	117.59	15.05	11.4%	1.02	0.8%	100%	True	False	144,170,328
80	132.64	116.02	16.62	12.5%	1.09	0.8%	100%	True	False	154,128,193
100	132.64	112.18	20.46	15.4%	1.14	0.9%	100%	True	False	161,726,947
120	132.64	104.29	28.35	21.4%	1.18	0.9%	100%	True	False	168,823,472

Crabel Price Patterns
NR	True
NR4	True
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	0.26
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136.51
2.618	135.02
1.618	134.11
1.000	133.55
0.618	133.20
HIGH	132.64
0.618	132.29
0.500	132.19
0.382	132.08
LOW	131.73
0.618	131.17
1.000	130.82
1.618	130.26
2.618	129.35
4.250	127.86

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	132.44	132.19
PP	132.31	131.81
S1	132.19	131.44

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

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