SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	111.32	111.52	0.20	0.2%	107.05
High	111.66	111.82	0.16	0.1%	110.57
Low	110.46	109.41	-1.05	-1.0%	105.82
Close	110.83	110.29	-0.54	-0.5%	110.41
Range	1.20	2.41	1.21	100.8%	4.75
ATR	1.96	2.00	0.03	1.6%	0.00
Volume	162,881,660	220,040,927	57,159,267	35.1%	1,205,132,413

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.74	116.42	111.62
R3	115.33	114.01	110.95
R2	112.92	112.92	110.73
R1	111.60	111.60	110.51	111.06
PP	110.51	110.51	110.51	110.23
S1	109.19	109.19	110.07	108.65
S2	108.10	108.10	109.85
S3	105.69	106.78	109.63
S4	103.28	104.37	108.96

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	108.93	3.36	3.0%	1.56	1.4%	40%	False	False	198,322,921
10	112.29	105.82	6.47	5.9%	1.88	1.7%	69%	False	False	225,742,276
20	112.29	101.13	11.16	10.1%	1.82	1.7%	82%	False	False	224,888,803
40	113.20	101.13	12.07	10.9%	1.86	1.7%	76%	False	False	241,922,588
60	117.80	101.13	16.67	15.1%	2.24	2.0%	55%	False	False	284,057,708
80	122.12	101.13	20.99	19.0%	2.04	1.8%	44%	False	False	265,196,024
100	122.12	101.13	20.99	19.0%	1.85	1.7%	44%	False	False	246,030,632

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122.06
2.618	118.13
1.618	115.72
1.000	114.23
0.618	113.31
HIGH	111.82
0.618	110.90
0.500	110.62
0.382	110.33
LOW	109.41
0.618	107.92
1.000	107.00
1.618	105.51
2.618	103.10
4.250	99.17

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	110.62	110.85
PP	110.51	110.66
S1	110.40	110.48

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

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