SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	106.58	104.92	-1.66	-1.6%	108.04
High	106.91	105.98	-0.93	-0.9%	108.57
Low	105.30	104.49	-0.81	-0.8%	104.29
Close	105.31	105.31	0.00	0.0%	106.86
Range	1.61	1.49	-0.12	-7.5%	4.28
ATR	1.82	1.80	-0.02	-1.3%	0.00
Volume	166,903,940	273,647,260	106,743,320	64.0%	1,212,631,841

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	109.73	109.01	106.13
R3	108.24	107.52	105.72
R2	106.75	106.75	105.58
R1	106.03	106.03	105.45	106.39
PP	105.26	105.26	105.26	105.44
S1	104.54	104.54	105.17	104.90
S2	103.77	103.77	105.04
S3	102.28	103.05	104.90
S4	100.79	101.56	104.49

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%	1.90	1.8%	38%	False	False	241,909,096
10	110.38	104.29	6.09	5.8%	1.71	1.6%	17%	False	False	231,107,935
20	113.18	104.29	8.89	8.4%	1.49	1.4%	11%	False	False	210,143,239
40	113.18	103.02	10.16	9.6%	1.59	1.5%	23%	False	False	209,584,547
60	113.20	101.13	12.07	11.5%	1.70	1.6%	35%	False	False	225,798,521
80	117.68	101.13	16.55	15.7%	1.88	1.8%	25%	False	False	252,488,883
100	122.12	101.13	20.99	19.9%	1.94	1.8%	20%	False	False	254,973,877
120	122.12	101.13	20.99	19.9%	1.80	1.7%	20%	False	False	240,497,599

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.49
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	112.31
2.618	109.88
1.618	108.39
1.000	107.47
0.618	106.90
HIGH	105.98
0.618	105.41
0.500	105.24
0.382	105.06
LOW	104.49
0.618	103.57
1.000	103.00
1.618	102.08
2.618	100.59
4.250	98.16

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	105.29	105.64
PP	105.26	105.53
S1	105.24	105.42

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

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