XLU Utilities Select Sector SPDR (NYSE)

Trading Metrics calculated at close of trading on 27-Sep-2011

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 0.87x

ATR(14) %: 1.9%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	33.54	34.12	0.58	1.7%	33.61
High	33.72	34.16	0.44	1.3%	34.72
Low	33.33	33.65	0.32	1.0%	32.73
Close	33.68	33.80	0.12	0.4%	33.41
Range	0.39	0.51	0.12	30.8%	1.99
ATR(14)	0.65	0.64	-0.01	-1.5%	0.67
Volume	10,965,900	9,169,900	-1,796,000	-16.4%	78,914,900

Multi-Period Performance

1-Month (21d)

2.4%

3-Month (63d)

1.8%

6-Month (126d)

7.0%

1-Year (252d)

—

Year-To-Date (YTD)

7.3%

52-Week Range

52W Low: 29.45 (14.8%)

Position (83%)

52W High: 34.72 (2.6%)

Daily Pivots for day following 27-Sep-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	35.40	35.11	34.08
R3	34.89	34.60	33.94
R2	34.38	34.38	33.89
R1	34.09	34.09	33.85	33.98
PP	33.87	33.87	33.87	33.82
S1	33.58	33.58	33.75	33.47
S2	33.36	33.36	33.71
S3	32.85	33.07	33.66
S4	32.34	32.56	33.52

Weekly Pivots for week ending 23-Sep-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	39.59	38.49	34.50
R3	37.60	36.50	33.96
R2	35.61	35.61	33.77
R1	34.51	34.51	33.59	34.07
PP	33.62	33.62	33.62	33.40
S1	32.52	32.52	33.23	32.08
S2	31.63	31.63	33.05
S3	29.64	30.53	32.86
S4	27.65	28.54	32.32

Fisher Pivots for day following 27-Sep-2011

Pivot	1 Day	3 Day
R1	33.91	33.72
PP	33.87	33.63
S1	33.84	33.55

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	36.33
2.618	35.50
1.618	34.99
1.000	34.67
0.618	34.48
HIGH	34.16
0.618	33.97
0.500	33.91
0.382	33.84
LOW	33.65
0.618	33.33
1.000	33.14
1.618	32.82
2.618	32.31
4.250	31.48

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	33.48
38.2%	32.71
50.0%	32.09
61.8%	31.46
78.6%	30.58

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	33.52	0.28	0.8%	Above
10-Day SMA	33.71	0.09	0.3%	Above
20-Day SMA	33.55	0.25	0.8%	Above
50-Day SMA	33.07	0.73	2.2%	Above
100-Day SMA	33.26	0.54	1.6%	Above
200-Day SMA	32.55	1.25	3.8%	Above

Bollinger Bands (20, 2):

Upper: 34.26

Middle: 33.55

Lower: 32.84

Bandwidth: 4.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 33.73

Kijun-sen: 33.42

Span A: 33.57

Span B: 32.09

Chikou Span: 32.39

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

54.58

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.18

Signal: 0.19 · Hist: -0.01

Stochastic (14, 3)

Neutral

%K: 58.56

%D: 51.75

StochRSI (14)

Neutral

%K: 40.52

%D: 28.66

ADX (14) & Trend

Neutral

10.84

+DI: 31.81 · -DI: 25.80

CCI (20)

Neutral

71.00

Range -100 to +100

Williams %R (14)

Neutral

-41.44

Range -100 to 0

Ultimate Oscillator

Neutral

49.43

Periods: 7, 14, 28

ROC (12)

Bullish

3.05%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

0.59

Bull: 0.59 · Bear: 0.08

Crabel Price Patterns

Pattern	Signal / Value
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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.47	32.73	1.74	5.1%	0.57	1.7%	61%	False	False	14,712,180
10	34.72	32.73	1.99	5.9%	0.57	1.7%	54%	False	False	12,005,200
20	34.72	32.40	2.32	6.9%	0.52	1.5%	60%	False	False	10,594,960
40	34.72	29.45	5.27	15.6%	0.68	2.0%	83%	False	False	13,551,480
60	34.72	29.45	5.27	15.6%	0.57	1.7%	83%	False	False	11,239,122
80	34.72	29.45	5.27	15.6%	0.51	1.5%	83%	False	False	10,071,170
100	34.72	29.45	5.27	15.6%	0.47	1.4%	83%	False	False	9,214,253
120	34.72	29.45	5.27	15.6%	0.44	1.3%	83%	False	False	8,810,144

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