SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	131.07	131.34	0.27	0.2%	132.75
High	131.28	132.89	1.61	1.2%	133.22
Low	129.63	131.31	1.68	1.3%	130.68
Close	130.61	132.73	2.12	1.6%	131.69
Range	1.65	1.58	-0.07	-4.2%	2.54
ATR	1.70	1.74	0.04	2.5%	0.00
Volume	116,741,727	166,467,109	49,725,382	42.6%	1,051,284,906

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.05	136.47	133.60
R3	135.47	134.89	133.16
R2	133.89	133.89	133.02
R1	133.31	133.31	132.87	133.60
PP	132.31	132.31	132.31	132.46
S1	131.73	131.73	132.59	132.02
S2	130.73	130.73	132.44
S3	129.15	130.15	132.30
S4	127.57	128.57	131.86

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%	1.63	1.2%	86%	False	False	185,612,973
10	135.70	129.63	6.07	4.6%	1.49	1.1%	51%	False	False	184,011,028
20	135.70	126.19	9.51	7.2%	1.56	1.2%	69%	False	False	189,138,422
40	135.70	126.19	9.51	7.2%	1.53	1.1%	69%	False	False	189,697,135
60	137.18	126.19	10.99	8.3%	1.48	1.1%	60%	False	False	176,123,263
80	137.18	126.19	10.99	8.3%	1.37	1.0%	60%	False	False	168,074,178
100	137.18	125.28	11.90	9.0%	1.42	1.1%	63%	False	False	178,433,196
120	137.18	125.28	11.90	9.0%	1.39	1.0%	63%	False	False	174,535,152

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.61
2.618	137.03
1.618	135.45
1.000	134.47
0.618	133.87
HIGH	132.89
0.618	132.29
0.500	132.10
0.382	131.91
LOW	131.31
0.618	130.33
1.000	129.73
1.618	128.75
2.618	127.17
4.250	124.60

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	132.52	132.24
PP	132.31	131.75
S1	132.10	131.26

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

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