SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	140.60	141.29	0.69	0.5%	139.72
High	140.84	141.38	0.54	0.4%	140.92
Low	140.04	140.37	0.33	0.2%	139.56
Close	140.77	140.79	0.02	0.0%	140.84
Range	0.80	1.01	0.21	26.3%	1.36
ATR	1.53	1.49	-0.04	-2.4%	0.00
Volume	79,383,242	102,232,969	22,849,727	28.8%	475,320,009

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.88	143.34	141.35
R3	142.87	142.33	141.07
R2	141.86	141.86	140.98
R1	141.32	141.32	140.88	141.09
PP	140.85	140.85	140.85	140.73
S1	140.31	140.31	140.70	140.08
S2	139.84	139.84	140.60
S3	138.83	139.30	140.51
S4	137.82	138.29	140.23

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.52	144.04	141.59
R3	143.16	142.68	141.21
R2	141.80	141.80	141.09
R1	141.32	141.32	140.96	141.56
PP	140.44	140.44	140.44	140.56
S1	139.96	139.96	140.72	140.20
S2	139.08	139.08	140.59
S3	137.72	138.60	140.47
S4	136.36	137.24	140.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.38	139.81	1.57	1.1%	0.89	0.6%	62%	True	False	92,231,828
10	141.38	135.58	5.80	4.1%	1.23	0.9%	90%	True	False	115,244,211
20	141.38	133.03	8.35	5.9%	1.36	1.0%	93%	True	False	130,310,583
40	141.38	130.85	10.53	7.5%	1.47	1.0%	94%	True	False	136,856,378
60	141.38	127.14	14.24	10.1%	1.64	1.2%	96%	True	False	150,905,351
80	141.66	127.14	14.52	10.3%	1.60	1.1%	94%	False	False	156,202,631
100	142.21	127.14	15.07	10.7%	1.56	1.1%	91%	False	False	154,965,004
120	142.21	127.14	15.07	10.7%	1.47	1.0%	91%	False	False	152,574,689

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.67
2.618	144.02
1.618	143.01
1.000	142.39
0.618	142.00
HIGH	141.38
0.618	140.99
0.500	140.88
0.382	140.76
LOW	140.37
0.618	139.75
1.000	139.36
1.618	138.74
2.618	137.73
4.250	136.08

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	140.88	140.73
PP	140.85	140.66
S1	140.82	140.60

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

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