SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	109.22	107.56	-1.66	-1.5%	107.57
High	109.49	107.94	-1.55	-1.4%	110.39
Low	107.43	106.75	-0.68	-0.6%	106.75
Close	107.88	107.53	-0.35	-0.3%	107.53
Range	2.06	1.19	-0.87	-42.3%	3.64
ATR	1.79	1.75	-0.04	-2.4%	0.00
Volume	265,772,792	209,562,253	-56,210,539	-21.1%	977,580,481

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	110.97	110.44	108.18
R3	109.78	109.25	107.86
R2	108.59	108.59	107.75
R1	108.06	108.06	107.64	107.73
PP	107.41	107.41	107.41	107.24
S1	106.87	106.87	107.42	106.55
S2	106.22	106.22	107.31
S3	105.03	105.69	107.20
S4	103.84	104.50	106.88

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.14	116.98	109.53
R3	115.50	113.34	108.53
R2	111.86	111.86	108.20
R1	109.70	109.70	107.86	108.96
PP	108.22	108.22	108.22	107.85
S1	106.06	106.06	107.20	105.32
S2	104.58	104.58	106.86
S3	100.94	102.42	106.53
S4	97.30	98.78	105.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.39	106.75	3.64	3.4%	1.53	1.4%	21%	False	True	195,516,096
10	113.18	106.75	6.43	6.0%	1.39	1.3%	12%	False	True	201,170,355
20	113.18	106.75	6.43	6.0%	1.38	1.3%	12%	False	True	193,691,974
40	113.18	101.13	12.05	11.2%	1.63	1.5%	53%	False	False	216,630,613
60	113.20	101.13	12.07	11.2%	1.75	1.6%	53%	False	False	231,607,940
80	121.11	101.13	19.98	18.6%	2.04	1.9%	32%	False	False	264,424,477
100	122.12	101.13	20.99	19.5%	1.89	1.8%	30%	False	False	248,576,798
120	122.12	101.13	20.99	19.5%	1.75	1.6%	30%	False	False	235,699,261

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	112.99
2.618	111.05
1.618	109.86
1.000	109.13
0.618	108.67
HIGH	107.94
0.618	107.48
0.500	107.34
0.382	107.20
LOW	106.75
0.618	106.02
1.000	105.56
1.618	104.83
2.618	103.64
4.250	101.70

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	107.47	108.56
PP	107.41	108.22
S1	107.34	107.87

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

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