SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	111.74	112.92	1.18	1.1%	111.99
High	112.57	113.18	0.61	0.5%	113.11
Low	110.92	112.32	1.40	1.3%	110.92
Close	112.39	112.99	0.60	0.5%	112.39
Range	1.65	0.86	-0.79	-47.9%	2.19
ATR	1.82	1.75	-0.07	-3.8%	0.00
Volume	239,618,989	120,730,696	-118,888,293	-49.6%	872,572,289

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.41	115.06	113.47
R3	114.55	114.20	113.23
R2	113.69	113.69	113.15
R1	113.34	113.34	113.07	113.52
PP	112.83	112.83	112.83	112.92
S1	112.48	112.48	112.91	112.66
S2	111.97	111.97	112.83
S3	111.11	111.62	112.76
S4	110.25	110.76	112.52

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	113.18	110.92	2.26	2.0%	1.04	0.9%	92%	True	False	161,047,771
10	113.18	108.98	4.20	3.7%	1.33	1.2%	96%	True	False	180,089,005
20	113.18	105.82	7.36	6.5%	1.58	1.4%	97%	True	False	204,960,360
40	113.20	101.13	12.07	10.7%	1.68	1.5%	98%	False	False	221,167,155
60	115.33	101.13	14.20	12.6%	1.96	1.7%	84%	False	False	257,917,012
80	122.12	101.13	20.99	18.6%	2.06	1.8%	57%	False	False	267,663,574
100	122.12	101.13	20.99	18.6%	1.86	1.6%	57%	False	False	246,613,276

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.84
2.618	115.43
1.618	114.57
1.000	114.04
0.618	113.71
HIGH	113.18
0.618	112.85
0.500	112.75
0.382	112.65
LOW	112.32
0.618	111.79
1.000	111.46
1.618	110.93
2.618	110.07
4.250	108.67

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	112.91	112.68
PP	112.83	112.36
S1	112.75	112.05

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

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