SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	105.89	106.58	0.69	0.7%	108.04
High	106.97	106.91	-0.06	-0.1%	108.57
Low	104.31	105.30	0.99	0.9%	104.29
Close	106.86	105.31	-1.55	-1.4%	106.86
Range	2.66	1.61	-1.05	-39.5%	4.28
ATR	1.84	1.82	-0.02	-0.9%	0.00
Volume	272,600,810	166,903,940	-105,696,870	-38.8%	1,212,631,841

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	110.67	109.60	106.20
R3	109.06	107.99	105.75
R2	107.45	107.45	105.61
R1	106.38	106.38	105.46	106.11
PP	105.84	105.84	105.84	105.71
S1	104.77	104.77	105.16	104.50
S2	104.23	104.23	105.02
S3	102.62	103.16	104.87
S4	101.01	101.55	104.43

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	106.97	104.29	2.68	2.5%	1.89	1.8%	38%	False	False	243,286,486
10	110.39	104.29	6.10	5.8%	1.72	1.6%	17%	False	False	220,955,485
20	113.18	104.29	8.89	8.4%	1.46	1.4%	11%	False	False	203,787,375
40	113.18	101.88	11.30	10.7%	1.62	1.5%	30%	False	False	209,138,245
60	113.20	101.13	12.07	11.5%	1.71	1.6%	35%	False	False	225,642,776
80	117.68	101.13	16.55	15.7%	1.92	1.8%	25%	False	False	257,028,397
100	122.12	101.13	20.99	19.9%	1.93	1.8%	20%	False	False	253,564,443
120	122.12	101.13	20.99	19.9%	1.79	1.7%	20%	False	False	239,553,985

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

Fibonacci Retracements and Extensions
4.250	113.75
2.618	111.12
1.618	109.51
1.000	108.52
0.618	107.90
HIGH	106.91
0.618	106.29
0.500	106.11
0.382	105.92
LOW	105.30
0.618	104.31
1.000	103.69
1.618	102.70
2.618	101.09
4.250	98.46

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	106.11	105.64
PP	105.84	105.53
S1	105.58	105.42

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

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