SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	130.84	127.81	-3.03	-2.3%	133.30
High	130.96	128.50	-2.46	-1.9%	134.49
Low	127.53	125.49	-2.04	-1.6%	127.97
Close	128.78	125.49	-3.29	-2.6%	129.33
Range	3.43	3.01	-0.42	-12.2%	6.52
ATR	1.87	1.97	0.10	5.4%	0.00
Volume	325,404,500	346,485,938	21,081,438	6.5%	1,030,330,250

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.52	133.52	127.15
R3	132.51	130.51	126.32
R2	129.50	129.50	126.04
R1	127.50	127.50	125.77	127.00
PP	126.49	126.49	126.49	126.24
S1	124.49	124.49	125.21	123.99
S2	123.48	123.48	124.94
S3	120.47	121.48	124.66
S4	117.46	118.47	123.83

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	132.63	125.49	7.14	5.7%	2.60	2.1%	0%	False	True	286,900,709
10	134.82	125.49	9.33	7.4%	1.91	1.5%	0%	False	True	221,333,397
20	135.70	125.49	10.21	8.1%	1.70	1.4%	0%	False	True	202,672,212
40	135.70	125.49	10.21	8.1%	1.62	1.3%	0%	False	True	202,516,325
60	136.11	125.49	10.62	8.5%	1.58	1.3%	0%	False	True	188,459,277
80	137.18	125.49	11.69	9.3%	1.49	1.2%	0%	False	True	179,134,973
100	137.18	125.28	11.90	9.5%	1.45	1.2%	2%	False	False	180,171,035
120	137.18	125.28	11.90	9.5%	1.45	1.2%	2%	False	False	180,561,545

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	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.29
2.618	136.38
1.618	133.37
1.000	131.51
0.618	130.36
HIGH	128.50
0.618	127.35
0.500	127.00
0.382	126.64
LOW	125.49
0.618	123.63
1.000	122.48
1.618	120.62
2.618	117.61
4.250	112.70

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	127.00	128.23
PP	126.49	127.31
S1	125.99	126.40

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

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