SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	109.15	109.31	0.16	0.1%	103.64
High	110.09	110.08	-0.01	0.0%	107.97
Low	108.93	108.86	-0.07	-0.1%	101.88
Close	109.66	109.65	-0.01	0.0%	107.96
Range	1.16	1.22	0.06	5.2%	6.09
ATR	2.09	2.03	-0.06	-3.0%	0.00
Volume	212,568,501	184,343,878	-28,224,623	-13.3%	864,844,829

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	113.19	112.64	110.32
R3	111.97	111.42	109.99
R2	110.75	110.75	109.87
R1	110.20	110.20	109.76	110.48
PP	109.53	109.53	109.53	109.67
S1	108.98	108.98	109.54	109.26
S2	108.31	108.31	109.43
S3	107.09	107.76	109.32
S4	105.87	106.54	108.98

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	105.91	4.18	3.8%	1.18	1.1%	89%	False	False	176,699,071
10	110.09	101.13	8.96	8.2%	1.78	1.6%	95%	False	False	229,200,217
20	113.20	101.13	12.07	11.0%	1.73	1.6%	71%	False	False	234,987,160
40	115.22	101.13	14.09	12.8%	2.08	1.9%	60%	False	False	277,537,134
60	122.12	101.13	20.99	19.1%	2.20	2.0%	41%	False	False	285,446,305
80	122.12	101.13	20.99	19.1%	1.93	1.8%	41%	False	False	256,702,650

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.41
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115.27
2.618	113.27
1.618	112.05
1.000	111.30
0.618	110.83
HIGH	110.08
0.618	109.61
0.500	109.47
0.382	109.33
LOW	108.86
0.618	108.11
1.000	107.64
1.618	106.89
2.618	105.67
4.250	103.68

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	109.59	109.31
PP	109.53	108.96
S1	109.47	108.62

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

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