SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	124.42	121.76	-2.66	-2.1%	130.84
High	124.62	122.07	-2.55	-2.0%	130.96
Low	120.06	116.86	-3.20	-2.7%	116.86
Close	120.26	120.08	-0.18	-0.1%	120.08
Range	4.56	5.21	0.65	14.3%	14.10
ATR	2.32	2.52	0.21	8.9%	0.00
Volume	520,411,500	477,964,750	-42,446,750	-8.2%	2,040,977,657

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.30	132.90	122.95
R3	130.09	127.69	121.51
R2	124.88	124.88	121.04
R1	122.48	122.48	120.56	121.08
PP	119.67	119.67	119.67	118.97
S1	117.27	117.27	119.60	115.87
S2	114.46	114.46	119.12
S3	109.25	112.06	118.65
S4	104.04	106.85	117.21

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	164.93	156.61	127.84
R3	150.83	142.51	123.96
R2	136.73	136.73	122.67
R1	128.41	128.41	121.37	125.52
PP	122.63	122.63	122.63	121.19
S1	114.31	114.31	118.79	111.42
S2	108.53	108.53	117.50
S3	94.43	100.21	116.20
S4	80.33	86.11	112.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.96	116.86	14.10	11.7%	3.80	3.2%	23%	False	True	408,195,531
10	134.49	116.86	17.63	14.7%	2.78	2.3%	18%	False	True	307,130,790
20	134.82	116.86	17.96	15.0%	2.14	1.8%	18%	False	True	245,845,746
40	135.70	116.86	18.84	15.7%	1.84	1.5%	17%	False	True	223,722,037
60	135.70	116.86	18.84	15.7%	1.72	1.4%	17%	False	True	204,365,142
80	137.18	116.86	20.32	16.9%	1.59	1.3%	16%	False	True	190,868,549
100	137.18	116.86	20.32	16.9%	1.52	1.3%	16%	False	True	185,679,101
120	137.18	116.86	20.32	16.9%	1.53	1.3%	16%	False	True	188,623,147

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	0.39
Widest range in 316 trading days

Fibonacci Retracements and Extensions
4.250	144.21
2.618	135.71
1.618	130.50
1.000	127.28
0.618	125.29
HIGH	122.07
0.618	120.08
0.500	119.47
0.382	118.85
LOW	116.86
0.618	113.64
1.000	111.65
1.618	108.43
2.618	103.22
4.250	94.72

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	119.88	121.59
PP	119.67	121.08
S1	119.47	120.58

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

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