SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	114.08	115.26	1.18	1.0%	130.84
High	117.64	116.28	-1.36	-1.2%	130.96
Low	110.27	111.95	1.68	1.5%	116.86
Close	117.48	112.29	-5.19	-4.4%	120.08
Range	7.37	4.33	-3.04	-41.2%	14.10
ATR	3.24	3.40	0.16	5.0%	0.00
Volume	709,986,875	660,502,063	-49,484,812	-7.0%	2,040,977,657

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.50	123.72	114.67
R3	122.17	119.39	113.48
R2	117.84	117.84	113.08
R1	115.06	115.06	112.69	114.29
PP	113.51	113.51	113.51	113.12
S1	110.73	110.73	111.89	109.96
S2	109.18	109.18	111.50
S3	104.85	106.40	111.10
S4	100.52	102.07	109.91

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	124.62	110.27	14.35	12.8%	5.91	5.3%	14%	False	False	614,225,850
10	131.77	110.27	21.50	19.1%	4.31	3.8%	9%	False	False	462,757,042
20	134.82	110.27	24.55	21.9%	2.89	2.6%	8%	False	False	319,205,930
40	135.70	110.27	25.43	22.6%	2.24	2.0%	8%	False	False	261,016,482
60	135.70	110.27	25.43	22.6%	1.96	1.7%	8%	False	False	231,087,956
80	137.18	110.27	26.91	24.0%	1.79	1.6%	8%	False	False	210,614,564
100	137.18	110.27	26.91	24.0%	1.65	1.5%	8%	False	False	196,910,374
120	137.18	110.27	26.91	24.0%	1.67	1.5%	8%	False	False	202,902,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.13
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134.68
2.618	127.62
1.618	123.29
1.000	120.61
0.618	118.96
HIGH	116.28
0.618	114.63
0.500	114.12
0.382	113.60
LOW	111.95
0.618	109.27
1.000	107.62
1.618	104.94
2.618	100.61
4.250	93.55

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	114.12	115.20
PP	113.51	114.23
S1	112.90	113.26

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

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