SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	133.12	131.75	-1.37	-1.0%	133.03
High	133.86	132.07	-1.79	-1.3%	134.69
Low	131.47	130.21	-1.26	-1.0%	132.32
Close	131.83	131.02	-0.81	-0.6%	134.53
Range	2.39	1.86	-0.53	-22.2%	2.37
ATR	1.23	1.28	0.04	3.6%	0.00
Volume	232,808,933	227,029,106	-5,779,827	-2.5%	590,599,746

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.68	135.71	132.04
R3	134.82	133.85	131.53
R2	132.96	132.96	131.36
R1	131.99	131.99	131.19	131.55
PP	131.10	131.10	131.10	130.88
S1	130.13	130.13	130.85	129.69
S2	129.24	129.24	130.68
S3	127.38	128.27	130.51
S4	125.52	126.41	130.00

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.97	140.12	135.84
R3	138.59	137.75	135.18
R2	136.22	136.22	134.97
R1	135.37	135.37	134.75	135.80
PP	133.85	133.85	133.85	134.06
S1	133.00	133.00	134.31	133.42
S2	131.47	131.47	134.09
S3	129.10	130.63	133.88
S4	126.73	128.25	133.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.69	130.21	4.48	3.4%	1.36	1.0%	18%	False	True	165,891,883
10	134.69	130.21	4.48	3.4%	1.21	0.9%	18%	False	True	149,690,046
20	134.69	127.51	7.18	5.5%	1.19	0.9%	49%	False	False	149,095,599
40	134.69	125.33	9.36	7.1%	1.06	0.8%	61%	False	False	135,276,267
60	134.69	117.74	16.95	12.9%	1.02	0.8%	78%	False	False	138,320,759
80	134.69	117.59	17.10	13.1%	1.07	0.8%	79%	False	False	149,558,579
100	134.69	113.18	21.51	16.4%	1.12	0.9%	83%	False	False	155,838,450
120	134.69	108.49	26.20	20.0%	1.13	0.9%	86%	False	False	161,330,288

Crabel Price Patterns
NR	True
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.98
2.618	136.94
1.618	135.08
1.000	133.93
0.618	133.22
HIGH	132.07
0.618	131.36
0.500	131.14
0.382	130.92
LOW	130.21
0.618	129.06
1.000	128.35
1.618	127.20
2.618	125.34
4.250	122.31

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	131.14	132.45
PP	131.10	131.97
S1	131.06	131.50

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

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