SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	131.34	133.07	1.73	1.3%	132.75
High	132.89	133.15	0.26	0.2%	133.22
Low	131.31	132.42	1.11	0.8%	130.68
Close	132.73	132.65	-0.08	-0.1%	131.69
Range	1.58	0.73	-0.85	-53.8%	2.54
ATR	1.74	1.67	-0.07	-4.1%	0.00
Volume	166,467,109	136,356,375	-30,110,734	-18.1%	1,051,284,906

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.93	134.52	133.05
R3	134.20	133.79	132.85
R2	133.47	133.47	132.78
R1	133.06	133.06	132.72	132.90
PP	132.74	132.74	132.74	132.66
S1	132.33	132.33	132.58	132.17
S2	132.01	132.01	132.52
S3	131.28	131.60	132.45
S4	130.55	130.87	132.25

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	133.15	129.63	3.52	2.7%	1.43	1.1%	86%	True	False	173,060,157
10	135.70	129.63	6.07	4.6%	1.46	1.1%	50%	False	False	183,323,992
20	135.70	126.19	9.51	7.2%	1.50	1.1%	68%	False	False	186,318,405
40	135.70	126.19	9.51	7.2%	1.49	1.1%	68%	False	False	188,907,294
60	137.18	126.19	10.99	8.3%	1.48	1.1%	59%	False	False	177,303,943
80	137.18	126.19	10.99	8.3%	1.36	1.0%	59%	False	False	167,833,213
100	137.18	125.28	11.90	9.0%	1.42	1.1%	62%	False	False	178,381,876
120	137.18	125.28	11.90	9.0%	1.39	1.1%	62%	False	False	174,644,769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.32
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	136.25
2.618	135.06
1.618	134.33
1.000	133.88
0.618	133.60
HIGH	133.15
0.618	132.87
0.500	132.79
0.382	132.70
LOW	132.42
0.618	131.97
1.000	131.69
1.618	131.24
2.618	130.51
4.250	129.32

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	132.79	132.23
PP	132.74	131.81
S1	132.70	131.39

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

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