SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	112.53	112.25	-0.28	-0.2%	110.60
High	113.11	112.91	-0.20	-0.2%	112.29
Low	112.16	112.08	-0.08	-0.1%	108.98
Close	112.97	112.85	-0.12	-0.1%	110.27
Range	0.95	0.83	-0.12	-12.6%	3.31
ATR	1.88	1.81	-0.07	-3.8%	0.00
Volume	157,999,563	140,359,647	-17,639,916	-11.2%	989,563,636

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.10	114.81	113.31
R3	114.27	113.98	113.08
R2	113.44	113.44	113.00
R1	113.15	113.15	112.93	113.30
PP	112.61	112.61	112.61	112.69
S1	112.32	112.32	112.77	112.47
S2	111.78	111.78	112.70
S3	110.95	111.49	112.62
S4	110.12	110.66	112.39

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	113.11	108.98	4.13	3.7%	1.20	1.1%	94%	False	False	170,567,986
10	113.11	108.93	4.18	3.7%	1.38	1.2%	94%	False	False	184,445,453
20	113.11	105.82	7.29	6.5%	1.56	1.4%	96%	False	False	200,737,924
40	113.20	101.13	12.07	10.7%	1.73	1.5%	97%	False	False	225,452,740
60	117.68	101.13	16.55	14.7%	1.97	1.7%	71%	False	False	259,740,346
80	122.12	101.13	20.99	18.6%	2.05	1.8%	56%	False	False	266,971,351
100	122.12	101.13	20.99	18.6%	1.86	1.6%	56%	False	False	246,467,470

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	116.44
2.618	115.08
1.618	114.25
1.000	113.74
0.618	113.42
HIGH	112.91
0.618	112.59
0.500	112.50
0.382	112.40
LOW	112.08
0.618	111.57
1.000	111.25
1.618	110.74
2.618	109.91
4.250	108.55

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	112.73	112.73
PP	112.61	112.60
S1	112.50	112.48

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

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