SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	128.91	130.84	1.93	1.5%	133.30
High	130.55	130.96	0.41	0.3%	134.49
Low	127.97	127.53	-0.44	-0.3%	127.97
Close	129.33	128.78	-0.55	-0.4%	129.33
Range	2.58	3.43	0.85	32.9%	6.52
ATR	1.75	1.87	0.12	6.9%	0.00
Volume	306,984,844	325,404,500	18,419,656	6.0%	1,030,330,250

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.38	137.51	130.67
R3	135.95	134.08	129.72
R2	132.52	132.52	129.41
R1	130.65	130.65	129.09	129.87
PP	129.09	129.09	129.09	128.70
S1	127.22	127.22	128.47	126.44
S2	125.66	125.66	128.15
S3	122.23	123.79	127.84
S4	118.80	120.36	126.89

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	133.96	127.53	6.43	5.0%	2.18	1.7%	19%	False	True	243,852,153
10	134.82	127.53	7.29	5.7%	1.77	1.4%	17%	False	True	203,331,514
20	135.70	127.53	8.17	6.3%	1.58	1.2%	15%	False	True	193,651,451
40	135.70	126.19	9.51	7.4%	1.58	1.2%	27%	False	False	198,350,951
60	136.11	126.19	9.92	7.7%	1.57	1.2%	26%	False	False	186,339,595
80	137.18	126.19	10.99	8.5%	1.46	1.1%	24%	False	False	176,939,612
100	137.18	125.28	11.90	9.2%	1.43	1.1%	29%	False	False	179,718,517
120	137.18	125.28	11.90	9.2%	1.44	1.1%	29%	False	False	178,893,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 299 trading days

Fibonacci Retracements and Extensions
4.250	145.54
2.618	139.94
1.618	136.51
1.000	134.39
0.618	133.08
HIGH	130.96
0.618	129.65
0.500	129.25
0.382	128.84
LOW	127.53
0.618	125.41
1.000	124.10
1.618	121.98
2.618	118.55
4.250	112.95

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	129.25	129.65
PP	129.09	129.36
S1	128.94	129.07

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

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