SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	132.17	131.66	-0.51	-0.4%	132.75
High	132.78	131.87	-0.91	-0.7%	133.22
Low	130.68	130.77	0.09	0.1%	130.68
Close	130.93	131.69	0.76	0.6%	131.69
Range	2.10	1.10	-1.00	-47.6%	2.54
ATR	1.71	1.67	-0.04	-2.6%	0.00
Volume	225,676,875	220,058,703	-5,618,172	-2.5%	1,051,284,906

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.74	134.32	132.30
R3	133.64	133.22	131.99
R2	132.54	132.54	131.89
R1	132.12	132.12	131.79	132.33
PP	131.44	131.44	131.44	131.55
S1	131.02	131.02	131.59	131.23
S2	130.34	130.34	131.49
S3	129.24	129.92	131.39
S4	128.14	128.82	131.09

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.48	138.13	133.09
R3	136.94	135.59	132.39
R2	134.40	134.40	132.16
R1	133.05	133.05	131.92	132.46
PP	131.86	131.86	131.86	131.57
S1	130.51	130.51	131.46	129.92
S2	129.32	129.32	131.22
S3	126.78	127.97	130.99
S4	124.24	125.43	130.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.22	130.68	2.54	1.9%	1.57	1.2%	40%	False	False	210,256,981
10	135.70	130.68	5.02	3.8%	1.47	1.1%	20%	False	False	192,534,074
20	135.70	126.19	9.51	7.2%	1.53	1.2%	58%	False	False	194,688,585
40	135.70	126.19	9.51	7.2%	1.51	1.1%	58%	False	False	190,010,428
60	137.18	126.19	10.99	8.3%	1.45	1.1%	50%	False	False	176,267,882
80	137.18	126.19	10.99	8.3%	1.37	1.0%	50%	False	False	168,366,260
100	137.18	125.28	11.90	9.0%	1.43	1.1%	54%	False	False	180,472,632
120	137.18	125.28	11.90	9.0%	1.38	1.0%	54%	False	False	174,746,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.39
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136.55
2.618	134.75
1.618	133.65
1.000	132.97
0.618	132.55
HIGH	131.87
0.618	131.45
0.500	131.32
0.382	131.19
LOW	130.77
0.618	130.09
1.000	129.67
1.618	128.99
2.618	127.89
4.250	126.10

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	131.57	131.95
PP	131.44	131.86
S1	131.32	131.78

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

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