SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	118.34	120.65	2.31	2.0%	114.39
High	120.80	121.47	0.67	0.6%	120.94
Low	116.72	119.40	2.68	2.3%	114.38
Close	119.37	121.43	2.06	1.7%	115.92
Range	4.08	2.07	-2.01	-49.3%	6.56
ATR	3.24	3.16	-0.08	-2.5%	0.00
Volume	319,253,125	326,579,188	7,326,063	2.3%	1,124,592,110

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.98	126.27	122.57
R3	124.91	124.20	122.00
R2	122.84	122.84	121.81
R1	122.13	122.13	121.62	122.49
PP	120.77	120.77	120.77	120.94
S1	120.06	120.06	121.24	120.42
S2	118.70	118.70	121.05
S3	116.63	117.99	120.86
S4	114.56	115.92	120.29

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	121.47	114.05	7.42	6.1%	2.92	2.4%	99%	True	False	320,764,675
10	123.40	114.05	9.35	7.7%	2.76	2.3%	79%	False	False	285,820,926
20	123.51	112.41	11.10	9.1%	3.17	2.6%	81%	False	False	300,289,551
40	134.82	110.27	24.55	20.2%	3.23	2.7%	45%	False	False	326,903,457
60	135.70	110.27	25.43	20.9%	2.65	2.2%	44%	False	False	280,041,773
80	135.70	110.27	25.43	20.9%	2.36	1.9%	44%	False	False	257,905,375
100	137.18	110.27	26.91	22.2%	2.18	1.8%	41%	False	False	237,143,749
120	137.18	110.27	26.91	22.2%	1.99	1.6%	41%	False	False	220,856,627

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	0.84
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130.27
2.618	126.89
1.618	124.82
1.000	123.54
0.618	122.75
HIGH	121.47
0.618	120.68
0.500	120.44
0.382	120.19
LOW	119.40
0.618	118.12
1.000	117.33
1.618	116.05
2.618	113.98
4.250	110.60

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	121.10	120.57
PP	120.77	119.71
S1	120.44	118.85

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

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