SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	131.60	131.80	0.20	0.2%	131.44
High	132.47	133.28	0.81	0.6%	133.28
Low	131.30	131.77	0.47	0.4%	131.30
Close	132.32	133.11	0.79	0.6%	133.11
Range	1.17	1.51	0.34	29.1%	1.98
ATR	1.16	1.18	0.03	2.2%	0.00
Volume	162,505,516	137,665,186	-24,840,330	-15.3%	657,648,891

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.25	136.69	133.94
R3	135.74	135.18	133.53
R2	134.23	134.23	133.39
R1	133.67	133.67	133.25	133.95
PP	132.72	132.72	132.72	132.86
S1	132.16	132.16	132.97	132.44
S2	131.21	131.21	132.83
S3	129.70	130.65	132.69
S4	128.19	129.14	132.28

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.50	137.79	134.20
R3	136.52	135.81	133.65
R2	134.54	134.54	133.47
R1	133.83	133.83	133.29	134.19
PP	132.56	132.56	132.56	132.74
S1	131.85	131.85	132.93	132.21
S2	130.58	130.58	132.75
S3	128.60	129.87	132.57
S4	126.62	127.89	132.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.28	131.30	1.98	1.5%	1.12	0.8%	91%	True	False	131,529,778
10	133.28	127.75	5.53	4.2%	1.11	0.8%	97%	True	False	137,162,479
20	133.28	127.13	6.15	4.6%	1.17	0.9%	97%	True	False	146,141,591
40	133.28	123.75	9.53	7.2%	0.98	0.7%	98%	True	False	127,518,170
60	133.28	117.74	15.54	11.7%	1.01	0.8%	99%	True	False	139,905,639
80	133.28	116.87	16.41	12.3%	1.07	0.8%	99%	True	False	151,396,546
100	133.28	112.18	21.10	15.9%	1.13	0.9%	99%	True	False	159,404,969
120	133.28	104.29	28.99	21.8%	1.17	0.9%	99%	True	False	167,223,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	139.70
2.618	137.23
1.618	135.72
1.000	134.79
0.618	134.21
HIGH	133.28
0.618	132.70
0.500	132.53
0.382	132.35
LOW	131.77
0.618	130.84
1.000	130.26
1.618	129.33
2.618	127.82
4.250	125.35

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	132.92	132.84
PP	132.72	132.56
S1	132.53	132.29

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

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