SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	125.66	124.42	-1.24	-1.0%	133.30
High	126.31	124.62	-1.69	-1.3%	134.49
Low	123.53	120.06	-3.47	-2.8%	127.97
Close	126.17	120.26	-5.91	-4.7%	129.33
Range	2.78	4.56	1.78	64.0%	6.52
ATR	2.03	2.32	0.29	14.4%	0.00
Volume	370,710,969	520,411,500	149,700,531	40.4%	1,030,330,250

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.33	132.35	122.77
R3	130.77	127.79	121.51
R2	126.21	126.21	121.10
R1	123.23	123.23	120.68	122.44
PP	121.65	121.65	121.65	121.25
S1	118.67	118.67	119.84	117.88
S2	117.09	117.09	119.42
S3	112.53	114.11	119.01
S4	107.97	109.55	117.75

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	130.96	120.06	10.90	9.1%	3.27	2.7%	2%	False	True	373,999,550
10	134.72	120.06	14.66	12.2%	2.35	2.0%	1%	False	True	271,924,809
20	135.36	120.06	15.30	12.7%	1.97	1.6%	1%	False	True	231,654,489
40	135.70	120.06	15.64	13.0%	1.75	1.5%	1%	False	True	215,794,540
60	135.70	120.06	15.64	13.0%	1.67	1.4%	1%	False	True	199,522,430
80	137.18	120.06	17.12	14.2%	1.54	1.3%	1%	False	True	186,909,337
100	137.18	120.06	17.12	14.2%	1.49	1.2%	1%	False	True	184,478,871
120	137.18	120.06	17.12	14.2%	1.49	1.2%	1%	False	True	185,486,143

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	0.38
Widest range in 315 trading days

Fibonacci Retracements and Extensions
4.250	144.00
2.618	136.56
1.618	132.00
1.000	129.18
0.618	127.44
HIGH	124.62
0.618	122.88
0.500	122.34
0.382	121.80
LOW	120.06
0.618	117.24
1.000	115.50
1.618	112.68
2.618	108.12
4.250	100.68

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	122.34	124.28
PP	121.65	122.94
S1	120.95	121.60

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

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