SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	112.03	110.65	-1.38	-1.2%	111.99
High	112.98	110.69	-2.29	-2.0%	113.11
Low	111.37	109.12	-2.25	-2.0%	110.92
Close	112.38	109.30	-3.08	-2.7%	112.39
Range	1.61	1.57	-0.04	-2.5%	2.19
ATR	1.74	1.85	0.11	6.2%	0.00
Volume	242,692,534	272,950,260	30,257,726	12.5%	872,572,289

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.41	113.43	110.16
R3	112.84	111.86	109.73
R2	111.27	111.27	109.59
R1	110.29	110.29	109.44	110.00
PP	109.70	109.70	109.70	109.56
S1	108.72	108.72	109.16	108.43
S2	108.13	108.13	109.01
S3	106.56	107.15	108.87
S4	104.99	105.58	108.44

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	109.12	4.06	3.7%	1.30	1.2%	4%	False	True	203,270,425
10	113.18	108.98	4.20	3.8%	1.41	1.3%	8%	False	False	194,887,333
20	113.18	105.82	7.36	6.7%	1.62	1.5%	47%	False	False	210,896,880
40	113.20	101.13	12.07	11.0%	1.67	1.5%	68%	False	False	222,942,020
60	115.22	101.13	14.09	12.9%	1.92	1.8%	58%	False	False	255,323,716
80	122.12	101.13	20.99	19.2%	2.05	1.9%	39%	False	False	266,808,949
100	122.12	101.13	20.99	19.2%	1.87	1.7%	39%	False	False	247,541,496

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.36
2.618	114.80
1.618	113.23
1.000	112.26
0.618	111.66
HIGH	110.69
0.618	110.09
0.500	109.91
0.382	109.72
LOW	109.12
0.618	108.15
1.000	107.55
1.618	106.58
2.618	105.01
4.250	102.45

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	109.91	111.15
PP	109.70	110.53
S1	109.50	109.92

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

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