SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	107.65	108.29	0.64	0.6%	112.92
High	109.02	108.96	-0.06	-0.1%	113.18
Low	107.60	108.18	0.58	0.5%	107.60
Close	108.63	108.31	-0.32	-0.3%	108.31
Range	1.42	0.78	-0.64	-45.1%	5.58
ATR	1.84	1.77	-0.08	-4.1%	0.00
Volume	239,364,781	158,384,804	-80,979,977	-33.8%	1,034,123,075

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	110.82	110.35	108.74
R3	110.04	109.57	108.52
R2	109.26	109.26	108.45
R1	108.79	108.79	108.38	109.03
PP	108.48	108.48	108.48	108.60
S1	108.01	108.01	108.24	108.25
S2	107.70	107.70	108.17
S3	106.92	107.23	108.10
S4	106.14	106.45	107.88

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.44	122.95	111.38
R3	120.86	117.37	109.84
R2	115.28	115.28	109.33
R1	111.79	111.79	108.82	110.75
PP	109.70	109.70	109.70	109.17
S1	106.21	106.21	107.80	105.17
S2	104.12	104.12	107.29
S3	98.54	100.63	106.78
S4	92.96	95.05	105.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.18	107.60	5.58	5.2%	1.25	1.2%	13%	False	False	206,824,615
10	113.18	107.60	5.58	5.2%	1.20	1.1%	13%	False	False	190,669,536
20	113.18	105.82	7.36	6.8%	1.49	1.4%	34%	False	False	205,069,570
40	113.20	101.13	12.07	11.1%	1.66	1.5%	59%	False	False	220,905,842
60	113.20	101.13	12.07	11.1%	1.87	1.7%	59%	False	False	249,377,382
80	122.12	101.13	20.99	19.4%	2.05	1.9%	34%	False	False	267,402,789
100	122.12	101.13	20.99	19.4%	1.86	1.7%	34%	False	False	247,851,200
120	122.12	101.13	20.99	19.4%	1.73	1.6%	34%	False	False	235,195,246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	112.28
2.618	111.00
1.618	110.22
1.000	109.74
0.618	109.44
HIGH	108.96
0.618	108.66
0.500	108.57
0.382	108.48
LOW	108.18
0.618	107.70
1.000	107.40
1.618	106.92
2.618	106.14
4.250	104.87

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	108.57	109.15
PP	108.48	108.87
S1	108.40	108.59

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

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