SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	117.68	114.47	-3.21	-2.7%	114.39
High	119.06	116.76	-2.30	-1.9%	120.94
Low	115.28	114.05	-1.23	-1.1%	114.38
Close	115.92	116.67	0.75	0.6%	115.92
Range	3.78	2.71	-1.07	-28.3%	6.56
ATR	3.31	3.27	-0.04	-1.3%	0.00
Volume	380,097,906	305,540,844	-74,557,062	-19.6%	1,124,592,110

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.96	123.02	118.16
R3	121.25	120.31	117.42
R2	118.54	118.54	117.17
R1	117.60	117.60	116.92	118.07
PP	115.83	115.83	115.83	116.06
S1	114.89	114.89	116.42	115.36
S2	113.12	113.12	116.17
S3	110.41	112.18	115.92
S4	107.70	109.47	115.18

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	114.05	6.89	5.9%	2.68	2.3%	38%	False	True	286,026,590
10	123.51	114.05	9.46	8.1%	2.82	2.4%	28%	False	True	266,874,959
20	123.51	112.41	11.10	9.5%	3.09	2.7%	38%	False	False	292,871,741
40	134.82	110.27	24.55	21.0%	3.13	2.7%	26%	False	False	314,437,972
60	135.70	110.27	25.43	21.8%	2.60	2.2%	25%	False	False	274,521,509
80	135.70	110.27	25.43	21.8%	2.32	2.0%	25%	False	False	252,224,200
100	137.18	110.27	26.91	23.1%	2.12	1.8%	24%	False	False	231,535,918
120	137.18	110.27	26.91	23.1%	1.95	1.7%	24%	False	False	217,056,831

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	True
Bull Hook	False
Stretch	0.92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.28
2.618	123.85
1.618	121.14
1.000	119.47
0.618	118.43
HIGH	116.76
0.618	115.72
0.500	115.41
0.382	115.09
LOW	114.05
0.618	112.38
1.000	111.34
1.618	109.67
2.618	106.96
4.250	102.53

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	116.25	117.50
PP	115.83	117.22
S1	115.41	116.95

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

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