SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	107.56	108.04	0.48	0.4%	107.57
High	107.94	108.57	0.63	0.6%	110.39
Low	106.75	107.07	0.32	0.3%	106.75
Close	107.53	107.12	-0.41	-0.4%	107.53
Range	1.19	1.50	0.31	26.3%	3.64
ATR	1.75	1.73	-0.02	-1.0%	0.00
Volume	209,562,253	163,103,348	-46,458,905	-22.2%	977,580,481

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	112.09	111.11	107.95
R3	110.59	109.61	107.54
R2	109.09	109.09	107.40
R1	108.11	108.11	107.26	107.85
PP	107.59	107.59	107.59	107.46
S1	106.61	106.61	106.99	106.35
S2	106.09	106.09	106.85
S3	104.59	105.11	106.71
S4	103.09	103.61	106.30

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%	1.55	1.4%	10%	False	False	198,624,484
10	112.98	106.75	6.23	5.8%	1.45	1.4%	6%	False	False	205,407,620
20	113.18	106.75	6.43	6.0%	1.39	1.3%	6%	False	False	192,748,313
40	113.18	101.13	12.05	11.2%	1.63	1.5%	50%	False	False	214,765,377
60	113.20	101.13	12.07	11.3%	1.75	1.6%	50%	False	False	229,319,349
80	121.01	101.13	19.88	18.6%	2.04	1.9%	30%	False	False	264,043,258
100	122.12	101.13	20.99	19.6%	1.89	1.8%	29%	False	False	248,598,509
120	122.12	101.13	20.99	19.6%	1.75	1.6%	29%	False	False	235,803,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.95
2.618	112.50
1.618	111.00
1.000	110.07
0.618	109.50
HIGH	108.57
0.618	108.00
0.500	107.82
0.382	107.64
LOW	107.07
0.618	106.14
1.000	105.57
1.618	104.64
2.618	103.14
4.250	100.70

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	107.82	108.12
PP	107.59	107.79
S1	107.36	107.46

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

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