SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	109.61	109.09	-0.52	-0.5%	107.60
High	110.06	109.21	-0.85	-0.8%	110.09
Low	108.17	106.45	-1.72	-1.6%	106.45
Close	109.68	106.66	-3.02	-2.8%	106.66
Range	1.89	2.76	0.87	45.8%	3.64
ATR	2.02	2.10	0.09	4.3%	0.00
Volume	231,682,437	282,613,350	50,930,913	22.0%	1,042,177,299

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.71	113.94	108.18
R3	112.95	111.18	107.42
R2	110.19	110.19	107.17
R1	108.43	108.43	106.91	107.93
PP	107.44	107.44	107.44	107.19
S1	105.67	105.67	106.41	105.18
S2	104.68	104.68	106.15
S3	101.93	102.92	105.90
S4	99.17	100.16	105.14

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	118.65	116.30	108.66
R3	115.01	112.66	107.66
R2	111.37	111.37	107.33
R1	109.02	109.02	106.99	108.38
PP	107.73	107.73	107.73	107.41
S1	105.38	105.38	106.33	104.74
S2	104.09	104.09	105.99
S3	100.45	101.74	105.66
S4	96.81	98.10	104.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.09	106.45	3.64	3.4%	1.62	1.5%	6%	False	True	208,435,459
10	110.09	101.62	8.47	7.9%	1.80	1.7%	60%	False	False	214,031,381
20	113.20	101.13	12.07	11.3%	1.83	1.7%	46%	False	False	236,742,115
40	113.20	101.13	12.07	11.3%	2.05	1.9%	46%	False	False	271,531,288
60	122.12	101.13	20.99	19.7%	2.23	2.1%	26%	False	False	288,180,529
80	122.12	101.13	20.99	19.7%	1.96	1.8%	26%	False	False	258,546,608
100	122.12	101.13	20.99	19.7%	1.78	1.7%	26%	False	False	241,220,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120.92
2.618	116.42
1.618	113.66
1.000	111.96
0.618	110.91
HIGH	109.21
0.618	108.15
0.500	107.83
0.382	107.50
LOW	106.45
0.618	104.75
1.000	103.69
1.618	101.99
2.618	99.24
4.250	94.74

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	107.83	108.27
PP	107.44	107.73
S1	107.05	107.20

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

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