SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	112.92	112.03	-0.89	-0.8%	111.99
High	113.18	112.98	-0.20	-0.2%	113.11
Low	112.32	111.37	-0.95	-0.8%	110.92
Close	112.99	112.38	-0.62	-0.5%	112.39
Range	0.86	1.61	0.75	87.2%	2.19
ATR	1.75	1.74	-0.01	-0.5%	0.00
Volume	120,730,696	242,692,534	121,961,838	101.0%	872,572,289

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.07	116.33	113.26
R3	115.46	114.72	112.82
R2	113.85	113.85	112.67
R1	113.11	113.11	112.52	113.48
PP	112.24	112.24	112.24	112.43
S1	111.50	111.50	112.23	111.87
S2	110.63	110.63	112.08
S3	109.02	109.89	111.93
S4	107.41	108.28	111.49

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%	1.18	1.1%	64%	False	False	180,280,285
10	113.18	108.98	4.20	3.7%	1.37	1.2%	81%	False	False	183,880,473
20	113.18	105.82	7.36	6.5%	1.60	1.4%	89%	False	False	206,466,561
40	113.20	101.13	12.07	10.7%	1.68	1.5%	93%	False	False	222,060,005
60	115.22	101.13	14.09	12.5%	1.94	1.7%	80%	False	False	256,202,943
80	122.12	101.13	20.99	18.7%	2.05	1.8%	54%	False	False	266,117,483
100	122.12	101.13	20.99	18.7%	1.87	1.7%	54%	False	False	247,077,185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119.82
2.618	117.19
1.618	115.58
1.000	114.59
0.618	113.97
HIGH	112.98
0.618	112.37
0.500	112.18
0.382	111.99
LOW	111.37
0.618	110.38
1.000	109.76
1.618	108.77
2.618	107.16
4.250	104.53

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	112.31	112.27
PP	112.24	112.16
S1	112.18	112.05

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

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