SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	133.40	134.52	1.12	0.8%	131.07
High	134.82	134.72	-0.10	-0.1%	134.82
Low	132.67	133.76	1.09	0.8%	129.63
Close	134.49	134.58	0.09	0.1%	134.58
Range	2.15	0.96	-1.19	-55.3%	5.19
ATR	1.70	1.65	-0.05	-3.1%	0.00
Volume	248,851,969	125,904,938	-122,947,031	-49.4%	794,322,118

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.23	136.87	135.11
R3	136.27	135.91	134.84
R2	135.31	135.31	134.76
R1	134.95	134.95	134.67	135.13
PP	134.35	134.35	134.35	134.45
S1	133.99	133.99	134.49	134.17
S2	133.39	133.39	134.40
S3	132.43	133.03	134.32
S4	131.47	132.07	134.05

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	148.58	146.77	137.43
R3	143.39	141.58	136.01
R2	138.20	138.20	135.53
R1	136.39	136.39	135.06	137.30
PP	133.01	133.01	133.01	133.46
S1	131.20	131.20	134.10	132.11
S2	127.82	127.82	133.63
S3	122.63	126.01	133.15
S4	117.44	120.82	131.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.82	129.63	5.19	3.9%	1.41	1.1%	95%	False	False	158,864,423
10	134.82	129.63	5.19	3.9%	1.49	1.1%	95%	False	False	184,560,702
20	135.70	126.62	9.08	6.7%	1.47	1.1%	88%	False	False	179,950,502
40	135.70	126.19	9.51	7.1%	1.51	1.1%	88%	False	False	190,955,071
60	137.18	126.19	10.99	8.2%	1.49	1.1%	76%	False	False	178,721,156
80	137.18	126.19	10.99	8.2%	1.37	1.0%	76%	False	False	169,541,039
100	137.18	125.28	11.90	8.8%	1.41	1.1%	78%	False	False	178,138,344
120	137.18	125.28	11.90	8.8%	1.39	1.0%	78%	False	False	174,062,601

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.80
2.618	137.23
1.618	136.27
1.000	135.68
0.618	135.31
HIGH	134.72
0.618	134.35
0.500	134.24
0.382	134.13
LOW	133.76
0.618	133.17
1.000	132.80
1.618	132.21
2.618	131.25
4.250	129.68

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	134.47	134.26
PP	134.35	133.94
S1	134.24	133.62

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

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