SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	131.66	131.07	-0.59	-0.4%	132.75
High	131.87	131.28	-0.59	-0.4%	133.22
Low	130.77	129.63	-1.14	-0.9%	130.68
Close	131.69	130.61	-1.08	-0.8%	131.69
Range	1.10	1.65	0.55	50.0%	2.54
ATR	1.67	1.70	0.03	1.7%	0.00
Volume	220,058,703	116,741,727	-103,316,976	-46.9%	1,051,284,906

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.46	134.68	131.52
R3	133.81	133.03	131.06
R2	132.16	132.16	130.91
R1	131.38	131.38	130.76	130.95
PP	130.51	130.51	130.51	130.29
S1	129.73	129.73	130.46	129.30
S2	128.86	128.86	130.31
S3	127.21	128.08	130.16
S4	125.56	126.43	129.70

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	129.63	3.59	2.7%	1.59	1.2%	27%	False	True	194,472,442
10	135.70	129.63	6.07	4.6%	1.40	1.1%	16%	False	True	183,971,388
20	135.70	126.19	9.51	7.3%	1.55	1.2%	46%	False	False	188,783,007
40	135.70	126.19	9.51	7.3%	1.52	1.2%	46%	False	False	189,961,338
60	137.18	126.19	10.99	8.4%	1.46	1.1%	40%	False	False	175,617,780
80	137.18	126.19	10.99	8.4%	1.36	1.0%	40%	False	False	167,972,835
100	137.18	125.28	11.90	9.1%	1.43	1.1%	45%	False	False	179,369,758
120	137.18	125.28	11.90	9.1%	1.39	1.1%	45%	False	False	174,324,065

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.29
2.618	135.60
1.618	133.95
1.000	132.93
0.618	132.30
HIGH	131.28
0.618	130.65
0.500	130.46
0.382	130.26
LOW	129.63
0.618	128.61
1.000	127.98
1.618	126.96
2.618	125.31
4.250	122.62

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	130.56	131.21
PP	130.51	131.01
S1	130.46	130.81

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

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