SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	110.60	112.17	1.57	1.4%	107.05
High	111.67	112.29	0.62	0.6%	110.57
Low	110.29	111.11	0.82	0.7%	105.82
Close	111.56	111.55	-0.01	0.0%	110.41
Range	1.38	1.18	-0.20	-14.5%	4.75
ATR	2.09	2.02	-0.06	-3.1%	0.00
Volume	181,976,564	204,777,852	22,801,288	12.5%	1,205,132,413

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.19	114.55	112.20
R3	114.01	113.37	111.87
R2	112.83	112.83	111.77
R1	112.19	112.19	111.66	111.92
PP	111.65	111.65	111.65	111.52
S1	111.01	111.01	111.44	110.74
S2	110.47	110.47	111.33
S3	109.29	109.83	111.23
S4	108.11	108.65	110.90

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	112.29	106.63	5.66	5.1%	1.65	1.5%	87%	True	False	229,512,741
10	112.29	105.82	6.47	5.8%	1.83	1.6%	89%	True	False	229,052,649
20	112.29	101.13	11.16	10.0%	1.87	1.7%	93%	True	False	238,575,483
40	113.20	101.13	12.07	10.8%	1.91	1.7%	86%	False	False	245,285,961
60	120.68	101.13	19.55	17.5%	2.24	2.0%	53%	False	False	286,723,532
80	122.12	101.13	20.99	18.8%	2.02	1.8%	50%	False	False	263,107,201
100	122.12	101.13	20.99	18.8%	1.83	1.6%	50%	False	False	245,107,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.24
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	117.31
2.618	115.38
1.618	114.20
1.000	113.47
0.618	113.02
HIGH	112.29
0.618	111.84
0.500	111.70
0.382	111.56
LOW	111.11
0.618	110.38
1.000	109.93
1.618	109.20
2.618	108.02
4.250	106.10

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	111.70	111.24
PP	111.65	110.92
S1	111.60	110.61

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

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