SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	121.29	119.53	-1.76	-1.5%	114.47
High	121.97	120.93	-1.04	-0.9%	121.97
Low	120.32	118.72	-1.60	-1.3%	114.05
Close	121.52	120.31	-1.21	-1.0%	121.52
Range	1.65	2.21	0.56	33.9%	7.92
ATR	3.05	3.03	-0.02	-0.6%	0.00
Volume	284,045,125	241,010,219	-43,034,906	-15.2%	1,507,770,595

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.62	125.67	121.53
R3	124.41	123.46	120.92
R2	122.20	122.20	120.72
R1	121.25	121.25	120.51	121.73
PP	119.99	119.99	119.99	120.22
S1	119.04	119.04	120.11	119.52
S2	117.78	117.78	119.90
S3	115.57	116.83	119.70
S4	113.36	114.62	119.09

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.94	140.15	125.88
R3	135.02	132.23	123.70
R2	127.10	127.10	122.97
R1	124.31	124.31	122.25	125.71
PP	119.18	119.18	119.18	119.88
S1	116.39	116.39	120.79	117.79
S2	111.26	111.26	120.07
S3	103.34	108.47	119.34
S4	95.42	100.55	117.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.97	116.22	5.75	4.8%	2.39	2.0%	71%	False	False	288,647,994
10	121.97	114.05	7.92	6.6%	2.54	2.1%	79%	False	False	287,337,292
20	123.51	112.41	11.10	9.2%	2.88	2.4%	71%	False	False	279,515,714
40	134.49	110.27	24.22	20.1%	3.25	2.7%	41%	False	False	330,660,918
60	135.70	110.27	25.43	21.1%	2.66	2.2%	39%	False	False	280,424,113
80	135.70	110.27	25.43	21.1%	2.38	2.0%	39%	False	False	260,807,995
100	137.18	110.27	26.91	22.4%	2.19	1.8%	37%	False	False	239,497,061
120	137.18	110.27	26.91	22.4%	2.00	1.7%	37%	False	False	223,247,665

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130.32
2.618	126.72
1.618	124.51
1.000	123.14
0.618	122.30
HIGH	120.93
0.618	120.09
0.500	119.83
0.382	119.56
LOW	118.72
0.618	117.35
1.000	116.51
1.618	115.14
2.618	112.93
4.250	109.33

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	120.15	120.35
PP	119.99	120.33
S1	119.83	120.32

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

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