SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	120.82	120.23	-0.59	-0.5%	114.47
High	121.99	120.60	-1.39	-1.1%	121.97
Low	120.01	116.44	-3.57	-3.0%	114.05
Close	120.17	116.63	-3.54	-2.9%	121.52
Range	1.98	4.16	2.18	110.1%	7.92
ATR	2.96	3.04	0.09	2.9%	0.00
Volume	218,838,125	316,060,719	97,222,594	44.4%	1,507,770,595

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.37	127.66	118.92
R3	126.21	123.50	117.77
R2	122.05	122.05	117.39
R1	119.34	119.34	117.01	118.62
PP	117.89	117.89	117.89	117.53
S1	115.18	115.18	116.25	114.46
S2	113.73	113.73	115.87
S3	109.57	111.02	115.49
S4	105.41	106.86	114.34

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	121.99	116.44	5.55	4.8%	2.41	2.1%	3%	False	True	277,306,675
10	121.99	114.05	7.94	6.8%	2.68	2.3%	32%	False	False	291,370,075
20	123.51	113.85	9.66	8.3%	2.84	2.4%	29%	False	False	275,980,651
40	132.63	110.27	22.36	19.2%	3.35	2.9%	28%	False	False	337,340,461
60	135.70	110.27	25.43	21.8%	2.70	2.3%	25%	False	False	285,116,661
80	135.70	110.27	25.43	21.8%	2.42	2.1%	25%	False	False	263,948,390
100	137.18	110.27	26.91	23.1%	2.24	1.9%	24%	False	False	242,449,179
120	137.18	110.27	26.91	23.1%	2.04	1.7%	24%	False	False	225,469,918

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	0.85
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	138.28
2.618	131.49
1.618	127.33
1.000	124.76
0.618	123.17
HIGH	120.60
0.618	119.01
0.500	118.52
0.382	118.03
LOW	116.44
0.618	113.87
1.000	112.28
1.618	109.71
2.618	105.55
4.250	98.76

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	118.52	119.22
PP	117.89	118.35
S1	117.26	117.49

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

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