SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	132.09	132.17	0.08	0.1%	133.78
High	133.22	132.78	-0.44	-0.3%	135.70
Low	131.52	130.68	-0.84	-0.6%	133.11
Close	131.84	130.93	-0.91	-0.7%	134.40
Range	1.70	2.10	0.40	23.5%	2.59
ATR	1.68	1.71	0.03	1.8%	0.00
Volume	199,120,453	225,676,875	26,556,422	13.3%	671,687,249

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.76	136.45	132.09
R3	135.66	134.35	131.51
R2	133.56	133.56	131.32
R1	132.25	132.25	131.12	131.86
PP	131.46	131.46	131.46	131.27
S1	130.15	130.15	130.74	129.76
S2	129.36	129.36	130.55
S3	127.26	128.05	130.35
S4	125.16	125.95	129.78

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	135.36	130.68	4.68	3.6%	1.74	1.3%	5%	False	True	205,073,162
10	135.70	130.68	5.02	3.8%	1.50	1.1%	5%	False	True	192,867,590
20	135.70	126.19	9.51	7.3%	1.56	1.2%	50%	False	False	199,078,159
40	135.70	126.19	9.51	7.3%	1.52	1.2%	50%	False	False	187,849,944
60	137.18	126.19	10.99	8.4%	1.44	1.1%	43%	False	False	174,669,865
80	137.18	126.19	10.99	8.4%	1.36	1.0%	43%	False	False	167,235,141
100	137.18	125.28	11.90	9.1%	1.44	1.1%	47%	False	False	180,600,135
120	137.18	125.28	11.90	9.1%	1.38	1.1%	47%	False	False	173,859,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	141.71
2.618	138.28
1.618	136.18
1.000	134.88
0.618	134.08
HIGH	132.78
0.618	131.98
0.500	131.73
0.382	131.48
LOW	130.68
0.618	129.38
1.000	128.58
1.618	127.28
2.618	125.18
4.250	121.76

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	131.73	131.95
PP	131.46	131.61
S1	131.20	131.27

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

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