SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	109.09	107.05	-2.04	-1.9%	107.60
High	109.21	107.63	-1.58	-1.4%	110.09
Low	106.45	106.22	-0.23	-0.2%	106.45
Close	106.66	107.29	0.63	0.6%	106.66
Range	2.76	1.41	-1.35	-48.8%	3.64
ATR	2.10	2.05	-0.05	-2.4%	0.00
Volume	282,613,350	186,424,415	-96,188,935	-34.0%	1,042,177,299

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	111.28	110.69	108.07
R3	109.87	109.28	107.68
R2	108.46	108.46	107.55
R1	107.87	107.87	107.42	108.17
PP	107.05	107.05	107.05	107.19
S1	106.46	106.46	107.16	106.76
S2	105.64	105.64	107.03
S3	104.23	105.05	106.90
S4	102.82	103.64	106.51

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	106.22	3.87	3.6%	1.69	1.6%	28%	False	True	219,526,516
10	110.09	101.88	8.21	7.7%	1.76	1.6%	66%	False	False	209,344,654
20	113.20	101.13	12.07	11.2%	1.86	1.7%	51%	False	False	237,372,247
40	113.20	101.13	12.07	11.2%	2.03	1.9%	51%	False	False	262,961,845
60	122.12	101.13	20.99	19.6%	2.22	2.1%	29%	False	False	287,302,459
80	122.12	101.13	20.99	19.6%	1.96	1.8%	29%	False	False	258,426,017
100	122.12	101.13	20.99	19.6%	1.78	1.7%	29%	False	False	241,322,918

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.62
2.618	111.32
1.618	109.91
1.000	109.04
0.618	108.50
HIGH	107.63
0.618	107.09
0.500	106.93
0.382	106.76
LOW	106.22
0.618	105.35
1.000	104.81
1.618	103.94
2.618	102.53
4.250	100.23

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	107.17	108.14
PP	107.05	107.86
S1	106.93	107.57

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

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