SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	114.47	117.05	2.58	2.3%	114.39
High	116.76	118.18	1.42	1.2%	120.94
Low	114.05	116.22	2.17	1.9%	114.38
Close	116.67	117.74	1.07	0.9%	115.92
Range	2.71	1.96	-0.75	-27.7%	6.56
ATR	3.27	3.17	-0.09	-2.9%	0.00
Volume	305,540,844	272,352,313	-33,188,531	-10.9%	1,124,592,110

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.26	122.46	118.82
R3	121.30	120.50	118.28
R2	119.34	119.34	118.10
R1	118.54	118.54	117.92	118.94
PP	117.38	117.38	117.38	117.58
S1	116.58	116.58	117.56	116.98
S2	115.42	115.42	117.38
S3	113.46	114.62	117.20
S4	111.50	112.66	116.66

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%	2.52	2.1%	54%	False	False	283,489,590
10	123.51	114.05	9.46	8.0%	2.68	2.3%	39%	False	False	275,512,089
20	123.51	112.41	11.10	9.4%	3.10	2.6%	48%	False	False	294,068,634
40	134.82	110.27	24.55	20.9%	3.13	2.7%	30%	False	False	318,328,236
60	135.70	110.27	25.43	21.6%	2.61	2.2%	29%	False	False	275,146,493
80	135.70	110.27	25.43	21.6%	2.33	2.0%	29%	False	False	254,144,787
100	137.18	110.27	26.91	22.9%	2.13	1.8%	28%	False	False	232,701,963
120	137.18	110.27	26.91	22.9%	1.95	1.7%	28%	False	False	218,091,302

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.86
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	126.51
2.618	123.31
1.618	121.35
1.000	120.14
0.618	119.39
HIGH	118.18
0.618	117.43
0.500	117.20
0.382	116.97
LOW	116.22
0.618	115.01
1.000	114.26
1.618	113.05
2.618	111.09
4.250	107.89

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	117.56	117.35
PP	117.38	116.95
S1	117.20	116.56

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

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