SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	119.57	117.68	-1.89	-1.6%	114.39
High	120.94	119.06	-1.88	-1.6%	120.94
Low	118.77	115.28	-3.49	-2.9%	114.38
Close	119.04	115.92	-3.12	-2.6%	115.92
Range	2.17	3.78	1.61	74.2%	6.56
ATR	3.27	3.31	0.04	1.1%	0.00
Volume	249,923,188	380,097,906	130,174,718	52.1%	1,124,592,110

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.09	125.79	118.00
R3	124.31	122.01	116.96
R2	120.53	120.53	116.61
R1	118.23	118.23	116.27	117.49
PP	116.75	116.75	116.75	116.39
S1	114.45	114.45	115.57	113.71
S2	112.97	112.97	115.23
S3	109.19	110.67	114.88
S4	105.41	106.89	113.84

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.76	132.90	119.53
R3	130.20	126.34	117.72
R2	123.64	123.64	117.12
R1	119.78	119.78	116.52	121.71
PP	117.08	117.08	117.08	118.05
S1	113.22	113.22	115.32	115.15
S2	110.52	110.52	114.72
S3	103.96	106.66	114.12
S4	97.40	100.10	112.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.94	114.38	6.56	5.7%	2.83	2.4%	23%	False	False	276,000,243
10	123.51	113.85	9.66	8.3%	3.02	2.6%	21%	False	False	267,766,772
20	123.51	112.41	11.10	9.6%	3.05	2.6%	32%	False	False	293,279,760
40	134.82	110.27	24.55	21.2%	3.09	2.7%	23%	False	False	312,300,918
60	135.70	110.27	25.43	21.9%	2.58	2.2%	22%	False	False	274,559,999
80	135.70	110.27	25.43	21.9%	2.30	2.0%	22%	False	False	250,075,431
100	137.18	110.27	26.91	23.2%	2.10	1.8%	21%	False	False	229,722,286
120	137.18	110.27	26.91	23.2%	1.94	1.7%	21%	False	False	215,590,400

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	1.07
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	135.13
2.618	128.96
1.618	125.18
1.000	122.84
0.618	121.40
HIGH	119.06
0.618	117.62
0.500	117.17
0.382	116.72
LOW	115.28
0.618	112.94
1.000	111.50
1.618	109.16
2.618	105.38
4.250	99.22

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	117.17	118.11
PP	116.75	117.38
S1	116.34	116.65

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

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