SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	106.44	105.89	-0.55	-0.5%	108.04
High	106.58	106.97	0.39	0.4%	108.57
Low	104.88	104.31	-0.57	-0.5%	104.29
Close	105.23	106.86	1.63	1.5%	106.86
Range	1.70	2.66	0.96	56.5%	4.28
ATR	1.78	1.84	0.06	3.6%	0.00
Volume	224,223,603	272,600,810	48,377,207	21.6%	1,212,631,841

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.03	113.10	108.32
R3	111.37	110.44	107.59
R2	108.71	108.71	107.35
R1	107.78	107.78	107.10	108.25
PP	106.05	106.05	106.05	106.28
S1	105.12	105.12	106.62	105.59
S2	103.39	103.39	106.37
S3	100.73	102.46	106.13
S4	98.07	99.80	105.40

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.41	117.42	109.21
R3	115.13	113.14	108.04
R2	110.85	110.85	107.64
R1	108.86	108.86	107.25	107.72
PP	106.57	106.57	106.57	106.00
S1	104.58	104.58	106.47	103.44
S2	102.29	102.29	106.08
S3	98.01	100.30	105.68
S4	93.73	96.02	104.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.57	104.29	4.28	4.0%	1.87	1.7%	60%	False	False	242,526,368
10	110.39	104.29	6.10	5.7%	1.70	1.6%	42%	False	False	219,021,232
20	113.18	104.29	8.89	8.3%	1.45	1.4%	29%	False	False	204,845,384
40	113.18	101.62	11.56	10.8%	1.62	1.5%	45%	False	False	210,797,938
60	113.20	101.13	12.07	11.3%	1.73	1.6%	47%	False	False	229,453,774
80	117.68	101.13	16.55	15.5%	2.05	1.9%	35%	False	False	262,893,879
100	122.12	101.13	20.99	19.6%	1.93	1.8%	27%	False	False	253,480,364
120	122.12	101.13	20.99	19.6%	1.79	1.7%	27%	False	False	239,711,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	118.28
2.618	113.93
1.618	111.27
1.000	109.63
0.618	108.61
HIGH	106.97
0.618	105.95
0.500	105.64
0.382	105.33
LOW	104.31
0.618	102.67
1.000	101.65
1.618	100.01
2.618	97.35
4.250	93.01

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	106.45	106.45
PP	106.05	106.04
S1	105.64	105.63

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

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