SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	132.59	130.60	-1.99	-1.5%	131.07
High	132.63	131.77	-0.86	-0.6%	134.82
Low	130.43	130.01	-0.42	-0.3%	129.63
Close	130.60	130.22	-0.38	-0.3%	134.58
Range	2.20	1.76	-0.44	-20.0%	5.19
ATR	1.68	1.68	0.01	0.4%	0.00
Volume	248,773,344	206,854,922	-41,918,422	-16.9%	794,322,118

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.95	134.84	131.19
R3	134.19	133.08	130.70
R2	132.43	132.43	130.54
R1	131.32	131.32	130.38	131.00
PP	130.67	130.67	130.67	130.50
S1	129.56	129.56	130.06	129.24
S2	128.91	128.91	129.90
S3	127.15	127.80	129.74
S4	125.39	126.04	129.25

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	134.72	130.01	4.71	3.6%	1.44	1.1%	4%	False	True	169,850,068
10	134.82	129.63	5.19	4.0%	1.44	1.1%	11%	False	False	173,772,622
20	135.70	129.63	6.07	4.7%	1.47	1.1%	10%	False	False	183,320,106
40	135.70	126.19	9.51	7.3%	1.50	1.1%	42%	False	False	193,416,824
60	136.11	126.19	9.92	7.6%	1.53	1.2%	41%	False	False	182,399,229
80	137.18	126.19	10.99	8.4%	1.41	1.1%	37%	False	False	172,048,081
100	137.18	125.28	11.90	9.1%	1.41	1.1%	42%	False	False	176,676,387
120	137.18	125.28	11.90	9.1%	1.40	1.1%	42%	False	False	175,383,236

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.25
2.618	136.38
1.618	134.62
1.000	133.53
0.618	132.86
HIGH	131.77
0.618	131.10
0.500	130.89
0.382	130.68
LOW	130.01
0.618	128.92
1.000	128.25
1.618	127.16
2.618	125.40
4.250	122.53

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	130.89	131.99
PP	130.67	131.40
S1	130.44	130.81

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

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