SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	107.60	109.15	1.55	1.4%	103.64
High	108.24	110.09	1.85	1.7%	107.97
Low	107.15	108.93	1.78	1.7%	101.88
Close	108.03	109.66	1.63	1.5%	107.96
Range	1.09	1.16	0.07	6.4%	6.09
ATR	2.09	2.09	0.00	-0.1%	0.00
Volume	130,969,133	212,568,501	81,599,368	62.3%	864,844,829

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	113.04	112.51	110.30
R3	111.88	111.35	109.98
R2	110.72	110.72	109.87
R1	110.19	110.19	109.77	110.46
PP	109.56	109.56	109.56	109.69
S1	109.03	109.03	109.55	109.30
S2	108.40	108.40	109.45
S3	107.24	107.87	109.34
S4	106.08	106.71	109.02

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.21	122.17	111.31
R3	118.12	116.08	109.63
R2	112.03	112.03	109.08
R1	109.99	109.99	108.52	111.01
PP	105.94	105.94	105.94	106.45
S1	103.90	103.90	107.40	104.92
S2	99.85	99.85	106.84
S3	93.76	97.81	106.29
S4	87.67	91.72	104.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.09	103.02	7.07	6.4%	1.58	1.4%	94%	True	False	190,517,457
10	110.09	101.13	8.96	8.2%	1.91	1.7%	95%	True	False	248,098,316
20	113.20	101.13	12.07	11.0%	1.76	1.6%	71%	False	False	237,653,449
40	115.22	101.13	14.09	12.8%	2.11	1.9%	61%	False	False	281,071,133
60	122.12	101.13	20.99	19.1%	2.20	2.0%	41%	False	False	286,001,123
80	122.12	101.13	20.99	19.1%	1.94	1.8%	41%	False	False	257,229,841

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.02
2.618	113.13
1.618	111.97
1.000	111.25
0.618	110.81
HIGH	110.09
0.618	109.65
0.500	109.51
0.382	109.37
LOW	108.93
0.618	108.21
1.000	107.77
1.618	107.05
2.618	105.89
4.250	104.00

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	109.61	109.28
PP	109.56	108.89
S1	109.51	108.51

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

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