SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	117.05	118.34	1.29	1.1%	114.39
High	118.18	120.80	2.62	2.2%	120.94
Low	116.22	116.72	0.50	0.4%	114.38
Close	117.74	119.37	1.63	1.4%	115.92
Range	1.96	4.08	2.12	108.2%	6.56
ATR	3.17	3.24	0.06	2.0%	0.00
Volume	272,352,313	319,253,125	46,900,812	17.2%	1,124,592,110

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.20	129.37	121.61
R3	127.12	125.29	120.49
R2	123.04	123.04	120.12
R1	121.21	121.21	119.74	122.13
PP	118.96	118.96	118.96	119.42
S1	117.13	117.13	119.00	118.05
S2	114.88	114.88	118.62
S3	110.80	113.05	118.25
S4	106.72	108.97	117.13

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	5.8%	2.94	2.5%	77%	False	False	305,433,475
10	123.51	114.05	9.46	7.9%	2.77	2.3%	56%	False	False	283,336,067
20	123.51	112.41	11.10	9.3%	3.19	2.7%	63%	False	False	295,332,436
40	134.82	110.27	24.55	20.6%	3.20	2.7%	37%	False	False	322,147,887
60	135.70	110.27	25.43	21.3%	2.65	2.2%	36%	False	False	277,811,399
80	135.70	110.27	25.43	21.3%	2.36	2.0%	36%	False	False	255,922,511
100	137.18	110.27	26.91	22.5%	2.16	1.8%	34%	False	False	234,533,113
120	137.18	110.27	26.91	22.5%	1.98	1.7%	34%	False	False	219,432,081

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	0.86
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	138.14
2.618	131.48
1.618	127.40
1.000	124.88
0.618	123.32
HIGH	120.80
0.618	119.24
0.500	118.76
0.382	118.28
LOW	116.72
0.618	114.20
1.000	112.64
1.618	110.12
2.618	106.04
4.250	99.38

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	119.17	118.72
PP	118.96	118.07
S1	118.76	117.43

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

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