SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	112.17	111.32	-0.85	-0.8%	107.05
High	112.29	111.66	-0.63	-0.6%	110.57
Low	111.11	110.46	-0.65	-0.6%	105.82
Close	111.55	110.83	-0.72	-0.6%	110.41
Range	1.18	1.20	0.02	1.7%	4.75
ATR	2.02	1.96	-0.06	-2.9%	0.00
Volume	204,777,852	162,881,660	-41,896,192	-20.5%	1,205,132,413

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.58	113.91	111.49
R3	113.38	112.71	111.16
R2	112.18	112.18	111.05
R1	111.51	111.51	110.94	111.25
PP	110.98	110.98	110.98	110.85
S1	110.31	110.31	110.72	110.05
S2	109.78	109.78	110.61
S3	108.58	109.11	110.50
S4	107.38	107.91	110.17

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	108.33	3.96	3.6%	1.40	1.3%	63%	False	False	209,218,121
10	112.29	105.82	6.47	5.8%	1.82	1.6%	77%	False	False	226,906,427
20	112.29	101.13	11.16	10.1%	1.80	1.6%	87%	False	False	228,053,322
40	113.20	101.13	12.07	10.9%	1.87	1.7%	80%	False	False	242,421,996
60	119.03	101.13	17.90	16.2%	2.24	2.0%	54%	False	False	286,393,533
80	122.12	101.13	20.99	18.9%	2.02	1.8%	46%	False	False	263,822,950
100	122.12	101.13	20.99	18.9%	1.83	1.6%	46%	False	False	244,975,581

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.76
2.618	114.80
1.618	113.60
1.000	112.86
0.618	112.40
HIGH	111.66
0.618	111.20
0.500	111.06
0.382	110.92
LOW	110.46
0.618	109.72
1.000	109.26
1.618	108.52
2.618	107.32
4.250	105.36

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	111.06	111.29
PP	110.98	111.14
S1	110.91	110.98

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

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