SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	134.52	133.30	-1.22	-0.9%	131.07
High	134.72	134.49	-0.23	-0.2%	134.82
Low	133.76	133.16	-0.60	-0.4%	129.63
Close	134.58	133.83	-0.75	-0.6%	134.58
Range	0.96	1.33	0.37	38.5%	5.19
ATR	1.65	1.63	-0.02	-1.0%	0.00
Volume	125,904,938	136,473,984	10,569,046	8.4%	794,322,118

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.82	137.15	134.56
R3	136.49	135.82	134.20
R2	135.16	135.16	134.07
R1	134.49	134.49	133.95	134.83
PP	133.83	133.83	133.83	133.99
S1	133.16	133.16	133.71	133.50
S2	132.50	132.50	133.59
S3	131.17	131.83	133.46
S4	129.84	130.50	133.10

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	131.31	3.51	2.6%	1.35	1.0%	72%	False	False	162,810,875
10	134.82	129.63	5.19	3.9%	1.47	1.1%	81%	False	False	178,641,658
20	135.70	126.64	9.06	6.8%	1.45	1.1%	79%	False	False	182,447,655
40	135.70	126.19	9.51	7.1%	1.50	1.1%	80%	False	False	190,296,567
60	137.18	126.19	10.99	8.2%	1.50	1.1%	70%	False	False	178,914,626
80	137.18	126.19	10.99	8.2%	1.38	1.0%	70%	False	False	169,551,082
100	137.18	125.28	11.90	8.9%	1.41	1.1%	72%	False	False	177,502,417
120	137.18	125.28	11.90	8.9%	1.38	1.0%	72%	False	False	173,808,874

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.14
2.618	137.97
1.618	136.64
1.000	135.82
0.618	135.31
HIGH	134.49
0.618	133.98
0.500	133.83
0.382	133.67
LOW	133.16
0.618	132.34
1.000	131.83
1.618	131.01
2.618	129.68
4.250	127.51

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	133.83	133.80
PP	133.83	133.77
S1	133.83	133.75

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

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