SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	111.99	112.48	0.49	0.4%	110.60
High	112.94	112.77	-0.17	-0.2%	112.29
Low	111.54	111.85	0.31	0.3%	108.98
Close	112.76	112.22	-0.54	-0.5%	110.27
Range	1.40	0.92	-0.48	-34.3%	3.31
ATR	2.04	1.96	-0.08	-3.9%	0.00
Volume	188,064,126	146,529,964	-41,534,162	-22.1%	989,563,636

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.04	114.55	112.73
R3	114.12	113.63	112.47
R2	113.20	113.20	112.39
R1	112.71	112.71	112.30	112.50
PP	112.28	112.28	112.28	112.17
S1	111.79	111.79	112.14	111.58
S2	111.36	111.36	112.05
S3	110.44	110.87	111.97
S4	109.52	109.95	111.71

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.44	118.67	112.09
R3	117.13	115.36	111.18
R2	113.82	113.82	110.88
R1	112.05	112.05	110.57	111.28
PP	110.51	110.51	110.51	110.13
S1	108.74	108.74	109.97	107.97
S2	107.20	107.20	109.66
S3	103.89	105.43	109.36
S4	100.58	102.12	108.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.94	108.98	3.96	3.5%	1.56	1.4%	82%	False	False	187,480,662
10	112.94	106.63	6.31	5.6%	1.61	1.4%	89%	False	False	208,496,701
20	112.94	103.02	9.92	8.8%	1.70	1.5%	93%	False	False	209,025,854
40	113.20	101.13	12.07	10.8%	1.80	1.6%	92%	False	False	233,626,161
60	117.68	101.13	16.55	14.7%	2.01	1.8%	67%	False	False	266,604,098
80	122.12	101.13	20.99	18.7%	2.05	1.8%	53%	False	False	266,181,536
100	122.12	101.13	20.99	18.7%	1.86	1.7%	53%	False	False	246,568,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	116.68
2.618	115.18
1.618	114.26
1.000	113.69
0.618	113.34
HIGH	112.77
0.618	112.42
0.500	112.31
0.382	112.20
LOW	111.85
0.618	111.28
1.000	110.93
1.618	110.36
2.618	109.44
4.250	107.94

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	112.31	111.80
PP	112.28	111.38
S1	112.25	110.96

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

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