SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	109.19	109.54	0.35	0.3%	112.92
High	110.39	110.38	-0.01	0.0%	113.18
Low	108.88	108.91	0.03	0.0%	107.60
Close	109.59	109.79	0.20	0.2%	108.31
Range	1.51	1.47	-0.04	-2.6%	5.58
ATR	1.77	1.75	-0.02	-1.2%	0.00
Volume	172,122,757	182,561,271	10,438,514	6.1%	1,034,123,075

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.10	113.42	110.60
R3	112.63	111.95	110.19
R2	111.16	111.16	110.06
R1	110.48	110.48	109.92	110.82
PP	109.69	109.69	109.69	109.87
S1	109.01	109.01	109.66	109.35
S2	108.22	108.22	109.52
S3	106.75	107.54	109.39
S4	105.28	106.07	108.98

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	110.39	107.18	3.21	2.9%	1.32	1.2%	81%	False	False	179,999,004
10	113.18	107.18	6.00	5.5%	1.31	1.2%	44%	False	False	191,634,714
20	113.18	107.18	6.00	5.5%	1.38	1.3%	44%	False	False	194,747,948
40	113.18	101.13	12.05	11.0%	1.63	1.5%	72%	False	False	217,818,099
60	113.20	101.13	12.07	11.0%	1.80	1.6%	72%	False	False	236,099,648
80	121.33	101.13	20.20	18.4%	2.05	1.9%	43%	False	False	266,684,269
100	122.12	101.13	20.99	19.1%	1.87	1.7%	41%	False	False	246,624,602
120	122.12	101.13	20.99	19.1%	1.73	1.6%	41%	False	False	234,308,783

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.63
2.618	114.23
1.618	112.76
1.000	111.85
0.618	111.29
HIGH	110.38
0.618	109.82
0.500	109.65
0.382	109.47
LOW	108.91
0.618	108.00
1.000	107.44
1.618	106.53
2.618	105.06
4.250	102.66

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	109.74	109.46
PP	109.69	109.12
S1	109.65	108.79

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

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