SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	130.60	128.91	-1.69	-1.3%	133.30
High	131.77	130.55	-1.22	-0.9%	134.49
Low	130.01	127.97	-2.04	-1.6%	127.97
Close	130.22	129.33	-0.89	-0.7%	129.33
Range	1.76	2.58	0.82	46.6%	6.52
ATR	1.68	1.75	0.06	3.8%	0.00
Volume	206,854,922	306,984,844	100,129,922	48.4%	1,030,330,250

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.02	135.76	130.75
R3	134.44	133.18	130.04
R2	131.86	131.86	129.80
R1	130.60	130.60	129.57	131.23
PP	129.28	129.28	129.28	129.60
S1	128.02	128.02	129.09	128.65
S2	126.70	126.70	128.86
S3	124.12	125.44	128.62
S4	121.54	122.86	127.91

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	150.16	146.26	132.92
R3	143.64	139.74	131.12
R2	137.12	137.12	130.53
R1	133.22	133.22	129.93	131.91
PP	130.60	130.60	130.60	129.94
S1	126.70	126.70	128.73	125.39
S2	124.08	124.08	128.13
S3	117.56	120.18	127.54
S4	111.04	113.66	125.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.49	127.97	6.52	5.0%	1.76	1.4%	21%	False	True	206,066,050
10	134.82	127.97	6.85	5.3%	1.59	1.2%	20%	False	True	182,465,236
20	135.70	127.97	7.73	6.0%	1.53	1.2%	18%	False	True	187,499,655
40	135.70	126.19	9.51	7.4%	1.53	1.2%	33%	False	False	196,081,525
60	136.11	126.19	9.92	7.7%	1.55	1.2%	32%	False	False	184,469,627
80	137.18	126.19	10.99	8.5%	1.43	1.1%	29%	False	False	174,374,890
100	137.18	125.28	11.90	9.2%	1.41	1.1%	34%	False	False	178,001,903
120	137.18	125.28	11.90	9.2%	1.41	1.1%	34%	False	False	177,005,365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	141.52
2.618	137.30
1.618	134.72
1.000	133.13
0.618	132.14
HIGH	130.55
0.618	129.56
0.500	129.26
0.382	128.96
LOW	127.97
0.618	126.38
1.000	125.39
1.618	123.80
2.618	121.22
4.250	117.01

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	129.31	130.30
PP	129.28	129.98
S1	129.26	129.65

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

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