SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	116.91	114.08	-2.83	-2.4%	130.84
High	120.12	117.64	-2.48	-2.1%	130.96
Low	112.02	110.27	-1.75	-1.6%	116.86
Close	112.26	117.48	5.22	4.6%	120.08
Range	8.10	7.37	-0.73	-9.0%	14.10
ATR	2.92	3.24	0.32	10.9%	0.00
Volume	702,264,063	709,986,875	7,722,812	1.1%	2,040,977,657

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.24	134.73	121.53
R3	129.87	127.36	119.51
R2	122.50	122.50	118.83
R1	119.99	119.99	118.16	121.25
PP	115.13	115.13	115.13	115.76
S1	112.62	112.62	116.80	113.88
S2	107.76	107.76	116.13
S3	100.39	105.25	115.45
S4	93.02	97.88	113.43

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	126.31	110.27	16.04	13.7%	5.60	4.8%	45%	False	True	556,267,631
10	132.63	110.27	22.36	19.0%	4.10	3.5%	32%	False	True	421,584,170
20	134.82	110.27	24.55	20.9%	2.76	2.4%	29%	False	True	296,136,849
40	135.70	110.27	25.43	21.6%	2.16	1.8%	28%	False	True	248,514,173
60	135.70	110.27	25.43	21.6%	1.92	1.6%	28%	False	True	222,439,979
80	137.18	110.27	26.91	22.9%	1.75	1.5%	27%	False	True	204,483,354
100	137.18	110.27	26.91	22.9%	1.62	1.4%	27%	False	True	192,602,152
120	137.18	110.27	26.91	22.9%	1.64	1.4%	27%	False	True	198,312,798

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	1.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.96
2.618	136.93
1.618	129.56
1.000	125.01
0.618	122.19
HIGH	117.64
0.618	114.82
0.500	113.96
0.382	113.09
LOW	110.27
0.618	105.72
1.000	102.90
1.618	98.35
2.618	90.98
4.250	78.95

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	116.31	117.04
PP	115.13	116.61
S1	113.96	116.17

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

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