SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	142.23	141.98	-0.25	-0.2%	140.60
High	142.30	142.22	-0.08	-0.1%	142.30
Low	141.86	141.59	-0.27	-0.2%	140.04
Close	142.18	142.19	0.01	0.0%	142.18
Range	0.44	0.63	0.19	43.2%	2.26
ATR	1.36	1.30	-0.05	-3.8%	0.00
Volume	90,793,500	78,221,047	-12,572,453	-13.8%	455,440,391

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.89	143.67	142.54
R3	143.26	143.04	142.36
R2	142.63	142.63	142.31
R1	142.41	142.41	142.25	142.52
PP	142.00	142.00	142.00	142.06
S1	141.78	141.78	142.13	141.89
S2	141.37	141.37	142.07
S3	140.74	141.15	142.02
S4	140.11	140.52	141.84

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.29	147.49	143.42
R3	146.03	145.23	142.80
R2	143.77	143.77	142.59
R1	142.97	142.97	142.39	143.37
PP	141.51	141.51	141.51	141.71
S1	140.71	140.71	141.97	141.11
S2	139.25	139.25	141.77
S3	136.99	138.45	141.56
S4	134.73	136.19	140.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.30	140.37	1.93	1.4%	0.82	0.6%	94%	False	False	90,855,639
10	142.30	139.81	2.49	1.8%	0.84	0.6%	96%	False	False	92,268,100
20	142.30	133.03	9.27	6.5%	1.26	0.9%	99%	False	False	121,361,850
40	142.30	130.85	11.45	8.1%	1.34	0.9%	99%	False	False	128,687,039
60	142.30	127.14	15.16	10.7%	1.56	1.1%	99%	False	False	144,320,345
80	142.30	127.14	15.16	10.7%	1.59	1.1%	99%	False	False	153,162,918
100	142.30	127.14	15.16	10.7%	1.55	1.1%	99%	False	False	153,400,574
120	142.30	127.14	15.16	10.7%	1.46	1.0%	99%	False	False	150,790,336

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.90
2.618	143.87
1.618	143.24
1.000	142.85
0.618	142.61
HIGH	142.22
0.618	141.98
0.500	141.91
0.382	141.83
LOW	141.59
0.618	141.20
1.000	140.96
1.618	140.57
2.618	139.94
4.250	138.91

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	142.10	141.98
PP	142.00	141.76
S1	141.91	141.55

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

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