SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	106.73	108.72	1.99	1.9%	108.04
High	108.61	109.49	0.88	0.8%	108.57
Low	106.66	108.49	1.83	1.7%	104.29
Close	108.46	109.47	1.01	0.9%	106.86
Range	1.95	1.00	-0.95	-48.7%	4.28
ATR	1.91	1.84	-0.06	-3.3%	0.00
Volume	267,564,460	155,942,995	-111,621,465	-41.7%	1,212,631,841

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	112.15	111.81	110.02
R3	111.15	110.81	109.75
R2	110.15	110.15	109.65
R1	109.81	109.81	109.56	109.98
PP	109.15	109.15	109.15	109.24
S1	108.81	108.81	109.38	108.98
S2	108.15	108.15	109.29
S3	107.15	107.81	109.20
S4	106.15	106.81	108.92

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	109.49	104.31	5.18	4.7%	1.74	1.6%	100%	True	False	227,331,893
10	109.49	104.29	5.20	4.8%	1.66	1.5%	100%	True	False	228,625,274
20	113.18	104.29	8.89	8.1%	1.55	1.4%	58%	False	False	216,400,652
40	113.18	104.29	8.89	8.1%	1.55	1.4%	58%	False	False	208,569,288
60	113.20	101.13	12.07	11.0%	1.67	1.5%	69%	False	False	222,435,377
80	117.68	101.13	16.55	15.1%	1.86	1.7%	50%	False	False	248,905,422
100	122.12	101.13	20.99	19.2%	1.95	1.8%	40%	False	False	256,857,211
120	122.12	101.13	20.99	19.2%	1.81	1.7%	40%	False	False	241,456,334

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.43
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	113.74
2.618	112.11
1.618	111.11
1.000	110.49
0.618	110.11
HIGH	109.49
0.618	109.11
0.500	108.99
0.382	108.87
LOW	108.49
0.618	107.87
1.000	107.49
1.618	106.87
2.618	105.87
4.250	104.24

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	109.31	108.64
PP	109.15	107.82
S1	108.99	106.99

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

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