SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	108.34	109.24	0.90	0.8%	107.05
High	109.94	110.57	0.63	0.6%	110.57
Low	108.33	108.93	0.60	0.6%	105.82
Close	109.46	110.41	0.95	0.9%	110.41
Range	1.61	1.64	0.03	1.9%	4.75
ATR	2.18	2.14	-0.04	-1.8%	0.00
Volume	274,516,930	221,937,602	-52,579,328	-19.2%	1,205,132,413

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.89	114.29	111.31
R3	113.25	112.65	110.86
R2	111.61	111.61	110.71
R1	111.01	111.01	110.56	111.31
PP	109.97	109.97	109.97	110.12
S1	109.37	109.37	110.26	109.67
S2	108.33	108.33	110.11
S3	106.69	107.73	109.96
S4	105.05	106.09	109.51

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.18	121.55	113.02
R3	118.43	116.80	111.72
R2	113.68	113.68	111.28
R1	112.05	112.05	110.85	112.87
PP	108.93	108.93	108.93	109.34
S1	107.30	107.30	109.97	108.12
S2	104.18	104.18	109.54
S3	99.43	102.55	109.10
S4	94.68	97.80	107.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.57	105.82	4.75	4.3%	1.97	1.8%	97%	True	False	241,026,482
10	110.57	105.82	4.75	4.3%	1.80	1.6%	97%	True	False	224,730,971
20	110.57	101.13	9.44	8.5%	1.88	1.7%	98%	True	False	239,569,253
40	113.20	101.13	12.07	10.9%	1.94	1.8%	77%	False	False	250,565,923
60	121.11	101.13	19.98	18.1%	2.25	2.0%	46%	False	False	288,001,979
80	122.12	101.13	20.99	19.0%	2.01	1.8%	44%	False	False	262,298,004
100	122.12	101.13	20.99	19.0%	1.82	1.6%	44%	False	False	244,100,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.54
2.618	114.86
1.618	113.22
1.000	112.21
0.618	111.58
HIGH	110.57
0.618	109.94
0.500	109.75
0.382	109.56
LOW	108.93
0.618	107.92
1.000	107.29
1.618	106.28
2.618	104.64
4.250	101.96

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	110.19	109.81
PP	109.97	109.20
S1	109.75	108.60

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

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