SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	109.31	109.61	0.30	0.3%	103.64
High	110.08	110.06	-0.02	0.0%	107.97
Low	108.86	108.17	-0.69	-0.6%	101.88
Close	109.65	109.68	0.03	0.0%	107.96
Range	1.22	1.89	0.67	54.9%	6.09
ATR	2.03	2.02	-0.01	-0.5%	0.00
Volume	184,343,878	231,682,437	47,338,559	25.7%	864,844,829

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.97	114.22	110.72
R3	113.08	112.33	110.20
R2	111.19	111.19	110.03
R1	110.44	110.44	109.85	110.82
PP	109.30	109.30	109.30	109.49
S1	108.55	108.55	109.51	108.93
S2	107.41	107.41	109.33
S3	105.52	106.66	109.16
S4	103.63	104.77	108.64

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	106.93	3.16	2.9%	1.28	1.2%	87%	False	False	180,899,159
10	110.09	101.13	8.96	8.2%	1.76	1.6%	95%	False	False	224,035,330
20	113.20	101.13	12.07	11.0%	1.76	1.6%	71%	False	False	235,765,075
40	113.20	101.13	12.07	11.0%	2.04	1.9%	71%	False	False	274,325,877
60	122.12	101.13	20.99	19.1%	2.21	2.0%	41%	False	False	286,683,371
80	122.12	101.13	20.99	19.1%	1.94	1.8%	41%	False	False	257,297,632
100	122.12	101.13	20.99	19.1%	1.77	1.6%	41%	False	False	240,464,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118.09
2.618	115.01
1.618	113.12
1.000	111.95
0.618	111.23
HIGH	110.06
0.618	109.34
0.500	109.12
0.382	108.89
LOW	108.17
0.618	107.00
1.000	106.28
1.618	105.11
2.618	103.22
4.250	100.14

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	109.49	109.50
PP	109.30	109.31
S1	109.12	109.13

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

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