SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	132.75	131.69	-1.06	-0.8%	133.78
High	133.18	132.78	-0.40	-0.3%	135.70
Low	131.66	131.36	-0.30	-0.2%	133.11
Close	131.97	131.40	-0.57	-0.4%	134.40
Range	1.52	1.42	-0.10	-6.6%	2.59
ATR	1.69	1.67	-0.02	-1.1%	0.00
Volume	195,664,422	210,764,453	15,100,031	7.7%	671,687,249

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.11	135.17	132.18
R3	134.69	133.75	131.79
R2	133.27	133.27	131.66
R1	132.33	132.33	131.53	132.09
PP	131.85	131.85	131.85	131.73
S1	130.91	130.91	131.27	130.67
S2	130.43	130.43	131.14
S3	129.01	129.49	131.01
S4	127.59	128.07	130.62

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.17	140.88	135.82
R3	139.58	138.29	135.11
R2	136.99	136.99	134.87
R1	135.70	135.70	134.64	136.35
PP	134.40	134.40	134.40	134.73
S1	133.11	133.11	134.16	133.76
S2	131.81	131.81	133.93
S3	129.22	130.52	133.69
S4	126.63	127.93	132.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.70	131.36	4.34	3.3%	1.35	1.0%	1%	False	True	182,409,084
10	135.70	128.27	7.43	5.7%	1.39	1.1%	42%	False	False	190,648,596
20	135.70	126.19	9.51	7.2%	1.55	1.2%	55%	False	False	200,891,496
40	135.70	126.19	9.51	7.2%	1.49	1.1%	55%	False	False	185,591,544
60	137.18	126.19	10.99	8.4%	1.42	1.1%	47%	False	False	173,932,188
80	137.18	126.19	10.99	8.4%	1.34	1.0%	47%	False	False	166,718,478
100	137.18	125.28	11.90	9.1%	1.42	1.1%	51%	False	False	178,747,988
120	137.18	125.28	11.90	9.1%	1.37	1.0%	51%	False	False	173,043,289

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.82
2.618	136.50
1.618	135.08
1.000	134.20
0.618	133.66
HIGH	132.78
0.618	132.24
0.500	132.07
0.382	131.90
LOW	131.36
0.618	130.48
1.000	129.94
1.618	129.06
2.618	127.64
4.250	125.33

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	132.07	133.36
PP	131.85	132.71
S1	131.62	132.05

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

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