SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	108.04	105.95	-2.09	-1.9%	107.57
High	108.57	106.39	-2.18	-2.0%	110.39
Low	107.07	104.97	-2.10	-2.0%	106.75
Close	107.12	105.53	-1.59	-1.5%	107.53
Range	1.50	1.42	-0.08	-5.3%	3.64
ATR	1.73	1.76	0.03	1.7%	0.00
Volume	163,103,348	280,534,210	117,430,862	72.0%	977,580,481

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	109.89	109.13	106.31
R3	108.47	107.71	105.92
R2	107.05	107.05	105.79
R1	106.29	106.29	105.66	105.96
PP	105.63	105.63	105.63	105.47
S1	104.87	104.87	105.40	104.54
S2	104.21	104.21	105.27
S3	102.79	103.45	105.14
S4	101.37	102.03	104.75

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	110.38	104.97	5.41	5.1%	1.53	1.4%	10%	False	True	220,306,774
10	110.69	104.97	5.72	5.4%	1.43	1.4%	10%	False	True	209,191,788
20	113.18	104.97	8.21	7.8%	1.40	1.3%	7%	False	True	196,536,131
40	113.18	101.13	12.05	11.4%	1.63	1.5%	37%	False	False	217,555,807
60	113.20	101.13	12.07	11.4%	1.74	1.6%	36%	False	False	229,036,017
80	120.68	101.13	19.55	18.5%	2.03	1.9%	23%	False	False	264,176,681
100	122.12	101.13	20.99	19.9%	1.89	1.8%	21%	False	False	249,792,987
120	122.12	101.13	20.99	19.9%	1.76	1.7%	21%	False	False	237,012,051

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.43
2.618	110.11
1.618	108.69
1.000	107.81
0.618	107.27
HIGH	106.39
0.618	105.85
0.500	105.68
0.382	105.51
LOW	104.97
0.618	104.09
1.000	103.55
1.618	102.67
2.618	101.25
4.250	98.94

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	105.68	106.77
PP	105.63	106.36
S1	105.58	105.94

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

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