SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	112.25	111.74	-0.51	-0.5%	111.99
High	112.91	112.57	-0.34	-0.3%	113.11
Low	112.08	110.92	-1.16	-1.0%	110.92
Close	112.85	112.39	-0.46	-0.4%	112.39
Range	0.83	1.65	0.82	98.8%	2.19
ATR	1.81	1.82	0.01	0.5%	0.00
Volume	140,359,647	239,618,989	99,259,342	70.7%	872,572,289

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	116.91	116.30	113.30
R3	115.26	114.65	112.85
R2	113.61	113.61	112.69
R1	113.00	113.00	112.54	113.31
PP	111.96	111.96	111.96	112.11
S1	111.35	111.35	112.24	111.66
S2	110.31	110.31	112.09
S3	108.66	109.70	111.94
S4	107.01	108.05	111.48

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	118.71	117.74	113.60
R3	116.52	115.55	112.99
R2	114.33	114.33	112.79
R1	113.36	113.36	112.59	113.85
PP	112.14	112.14	112.14	112.38
S1	111.17	111.17	112.19	111.66
S2	109.95	109.95	111.99
S3	107.76	108.98	111.79
S4	105.57	106.79	111.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.11	110.92	2.19	1.9%	1.15	1.0%	67%	False	True	174,514,457
10	113.11	108.98	4.13	3.7%	1.38	1.2%	83%	False	False	186,213,592
20	113.11	105.82	7.29	6.5%	1.59	1.4%	90%	False	False	205,472,281
40	113.20	101.13	12.07	10.7%	1.70	1.5%	93%	False	False	223,500,464
60	117.68	101.13	16.55	14.7%	1.97	1.8%	68%	False	False	259,810,560
80	122.12	101.13	20.99	18.7%	2.06	1.8%	54%	False	False	267,961,026
100	122.12	101.13	20.99	18.7%	1.86	1.7%	54%	False	False	247,178,040

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119.58
2.618	116.89
1.618	115.24
1.000	114.22
0.618	113.59
HIGH	112.57
0.618	111.94
0.500	111.75
0.382	111.55
LOW	110.92
0.618	109.90
1.000	109.27
1.618	108.25
2.618	106.60
4.250	103.91

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	112.18	112.27
PP	111.96	112.14
S1	111.75	112.02

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

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