SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	105.87	109.03	3.16	3.0%	107.60
High	108.56	109.07	0.51	0.5%	110.09
Low	105.82	106.63	0.81	0.8%	106.45
Close	108.48	107.07	-1.41	-1.3%	106.66
Range	2.74	2.44	-0.30	-10.9%	3.64
ATR	2.10	2.13	0.02	1.1%	0.00
Volume	257,898,709	264,354,757	6,456,048	2.5%	1,042,177,299

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.91	113.43	108.41
R3	112.47	110.99	107.74
R2	110.03	110.03	107.52
R1	108.55	108.55	107.29	108.07
PP	107.59	107.59	107.59	107.35
S1	106.11	106.11	106.85	105.63
S2	105.15	105.15	106.62
S3	102.71	103.67	106.40
S4	100.27	101.23	105.73

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	110.06	105.82	4.24	4.0%	2.25	2.1%	29%	False	False	244,594,733
10	110.09	105.82	4.27	4.0%	1.71	1.6%	29%	False	False	210,646,902
20	110.09	101.13	8.96	8.4%	1.88	1.8%	66%	False	False	240,888,249
40	113.20	101.13	12.07	11.3%	2.01	1.9%	49%	False	False	256,775,498
60	121.33	101.13	20.20	18.9%	2.28	2.1%	29%	False	False	290,663,043
80	122.12	101.13	20.99	19.6%	1.99	1.9%	28%	False	False	259,593,766
100	122.12	101.13	20.99	19.6%	1.80	1.7%	28%	False	False	242,220,950

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	False
Bear Hook	False
Bull Hook	True
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119.44
2.618	115.46
1.618	113.02
1.000	111.51
0.618	110.58
HIGH	109.07
0.618	108.14
0.500	107.85
0.382	107.56
LOW	106.63
0.618	105.12
1.000	104.19
1.618	102.68
2.618	100.24
4.250	96.26

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	107.85	107.45
PP	107.59	107.32
S1	107.33	107.20

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

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