SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	127.81	125.66	-2.15	-1.7%	133.30
High	128.50	126.31	-2.19	-1.7%	134.49
Low	125.49	123.53	-1.96	-1.6%	127.97
Close	125.49	126.17	0.68	0.5%	129.33
Range	3.01	2.78	-0.23	-7.6%	6.52
ATR	1.97	2.03	0.06	2.9%	0.00
Volume	346,485,938	370,710,969	24,225,031	7.0%	1,030,330,250

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.68	132.70	127.70
R3	130.90	129.92	126.93
R2	128.12	128.12	126.68
R1	127.14	127.14	126.42	127.63
PP	125.34	125.34	125.34	125.58
S1	124.36	124.36	125.92	124.85
S2	122.56	122.56	125.66
S3	119.78	121.58	125.41
S4	117.00	118.80	124.64

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	131.77	123.53	8.24	6.5%	2.71	2.1%	32%	False	True	311,288,234
10	134.82	123.53	11.29	8.9%	2.11	1.7%	23%	False	True	244,768,856
20	135.70	123.53	12.17	9.6%	1.79	1.4%	22%	False	True	214,046,424
40	135.70	123.53	12.17	9.6%	1.66	1.3%	22%	False	True	207,744,132
60	136.11	123.53	12.58	10.0%	1.61	1.3%	21%	False	True	192,738,723
80	137.18	123.53	13.65	10.8%	1.50	1.2%	19%	False	True	181,921,097
100	137.18	123.53	13.65	10.8%	1.46	1.2%	19%	False	True	181,624,112
120	137.18	123.53	13.65	10.8%	1.47	1.2%	19%	False	True	182,296,590

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	0.43
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.13
2.618	133.59
1.618	130.81
1.000	129.09
0.618	128.03
HIGH	126.31
0.618	125.25
0.500	124.92
0.382	124.59
LOW	123.53
0.618	121.81
1.000	120.75
1.618	119.03
2.618	116.25
4.250	111.72

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	125.75	127.25
PP	125.34	126.89
S1	124.92	126.53

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

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