SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	133.03	133.02	-0.01	0.0%	131.44
High	133.54	133.22	-0.32	-0.2%	133.28
Low	132.88	132.32	-0.56	-0.4%	131.30
Close	133.43	133.01	-0.42	-0.3%	133.11
Range	0.66	0.90	0.24	36.9%	1.98
ATR	1.15	1.14	0.00	-0.2%	0.00
Volume	101,524,279	119,454,089	17,929,810	17.7%	657,648,891

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.56	135.19	133.51
R3	134.66	134.28	133.26
R2	133.75	133.75	133.18
R1	133.38	133.38	133.09	133.12
PP	132.85	132.85	132.85	132.72
S1	132.48	132.48	132.93	132.21
S2	131.95	131.95	132.84
S3	131.04	131.57	132.76
S4	130.14	130.67	132.51

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	133.54	131.30	2.24	1.7%	1.05	0.8%	76%	False	False	133,488,208
10	133.54	129.57	3.97	3.0%	1.00	0.8%	87%	False	False	127,657,520
20	133.54	127.13	6.41	4.8%	1.15	0.9%	92%	False	False	145,598,607
40	133.54	123.98	9.56	7.2%	0.97	0.7%	94%	False	False	125,058,496
60	133.54	117.74	15.80	11.9%	1.00	0.8%	97%	False	False	137,430,904
80	133.54	117.26	16.28	12.2%	1.05	0.8%	97%	False	False	148,893,666
100	133.54	113.18	20.36	15.3%	1.12	0.8%	97%	False	False	157,681,967
120	133.54	104.31	29.23	22.0%	1.15	0.9%	98%	False	False	164,459,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.06
2.618	135.58
1.618	134.68
1.000	134.12
0.618	133.78
HIGH	133.22
0.618	132.87
0.500	132.77
0.382	132.66
LOW	132.32
0.618	131.76
1.000	131.41
1.618	130.86
2.618	129.95
4.250	128.48

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	132.93	132.89
PP	132.85	132.77
S1	132.77	132.66

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

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