SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	107.57	109.19	1.62	1.5%	112.92
High	108.61	110.39	1.78	1.6%	113.18
Low	107.18	108.88	1.70	1.6%	107.60
Close	108.26	109.59	1.33	1.2%	108.31
Range	1.43	1.51	0.08	5.6%	5.58
ATR	1.74	1.77	0.03	1.6%	0.00
Volume	147,561,408	172,122,757	24,561,349	16.6%	1,034,123,075

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.15	113.38	110.42
R3	112.64	111.87	110.01
R2	111.13	111.13	109.87
R1	110.36	110.36	109.73	110.75
PP	109.62	109.62	109.62	109.81
S1	108.85	108.85	109.45	109.24
S2	108.11	108.11	109.31
S3	106.60	107.34	109.17
S4	105.09	105.83	108.76

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	110.69	107.18	3.51	3.2%	1.34	1.2%	69%	False	False	198,076,802
10	113.18	107.18	6.00	5.5%	1.26	1.2%	40%	False	False	189,178,543
20	113.18	106.63	6.55	6.0%	1.43	1.3%	45%	False	False	198,837,622
40	113.18	101.13	12.05	11.0%	1.66	1.5%	70%	False	False	219,230,645
60	113.20	101.13	12.07	11.0%	1.81	1.6%	70%	False	False	237,541,655
80	122.12	101.13	20.99	19.2%	2.05	1.9%	40%	False	False	266,194,149
100	122.12	101.13	20.99	19.2%	1.87	1.7%	40%	False	False	246,855,246
120	122.12	101.13	20.99	19.2%	1.73	1.6%	40%	False	False	234,232,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116.81
2.618	114.34
1.618	112.83
1.000	111.90
0.618	111.32
HIGH	110.39
0.618	109.81
0.500	109.64
0.382	109.46
LOW	108.88
0.618	107.95
1.000	107.37
1.618	106.44
2.618	104.93
4.250	102.46

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	109.64	109.32
PP	109.62	109.05
S1	109.61	108.79

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

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