SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	105.95	104.95	-1.00	-0.9%	107.57
High	106.39	106.34	-0.05	0.0%	110.39
Low	104.97	104.29	-0.68	-0.6%	106.75
Close	105.53	105.94	0.41	0.4%	107.53
Range	1.42	2.05	0.63	44.4%	3.64
ATR	1.76	1.78	0.02	1.2%	0.00
Volume	280,534,210	272,169,870	-8,364,340	-3.0%	977,580,481

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	111.67	110.86	107.07
R3	109.62	108.81	106.50
R2	107.57	107.57	106.32
R1	106.76	106.76	106.13	107.17
PP	105.52	105.52	105.52	105.73
S1	104.71	104.71	105.75	105.12
S2	103.47	103.47	105.56
S3	101.42	102.66	105.38
S4	99.37	100.61	104.81

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	109.49	104.29	5.20	4.9%	1.64	1.6%	32%	False	True	238,228,494
10	110.39	104.29	6.10	5.8%	1.48	1.4%	27%	False	True	209,113,749
20	113.18	104.29	8.89	8.4%	1.45	1.4%	19%	False	True	202,000,541
40	113.18	101.13	12.05	11.4%	1.62	1.5%	40%	False	False	215,026,932
60	113.20	101.13	12.07	11.4%	1.73	1.6%	40%	False	False	228,948,178
80	119.03	101.13	17.90	16.9%	2.04	1.9%	27%	False	False	265,295,285
100	122.12	101.13	20.99	19.8%	1.91	1.8%	23%	False	False	251,458,469
120	122.12	101.13	20.99	19.8%	1.76	1.7%	23%	False	False	237,813,074

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	0.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115.05
2.618	111.71
1.618	109.66
1.000	108.39
0.618	107.61
HIGH	106.34
0.618	105.56
0.500	105.32
0.382	105.07
LOW	104.29
0.618	103.02
1.000	102.24
1.618	100.97
2.618	98.92
4.250	95.58

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	105.73	106.43
PP	105.52	106.27
S1	105.32	106.10

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

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