SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	115.26	113.26	-2.00	-1.7%	130.84
High	116.28	118.92	2.64	2.3%	130.96
Low	111.95	112.32	0.37	0.3%	116.86
Close	112.29	117.33	5.04	4.5%	120.08
Range	4.33	6.60	2.27	52.4%	14.10
ATR	3.40	3.63	0.23	6.8%	0.00
Volume	660,502,063	467,999,813	-192,502,250	-29.1%	2,040,977,657

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.99	133.26	120.96
R3	129.39	126.66	119.15
R2	122.79	122.79	118.54
R1	120.06	120.06	117.94	121.43
PP	116.19	116.19	116.19	116.87
S1	113.46	113.46	116.73	114.83
S2	109.59	109.59	116.12
S3	102.99	106.86	115.52
S4	96.39	100.26	113.70

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	122.07	110.27	11.80	10.1%	6.32	5.4%	60%	False	False	603,743,512
10	130.96	110.27	20.69	17.6%	4.80	4.1%	34%	False	False	488,871,531
20	134.82	110.27	24.55	20.9%	3.12	2.7%	29%	False	False	331,322,077
40	135.70	110.27	25.43	21.7%	2.34	2.0%	28%	False	False	265,200,118
60	135.70	110.27	25.43	21.7%	2.05	1.7%	28%	False	False	235,673,988
80	137.18	110.27	26.91	22.9%	1.86	1.6%	26%	False	False	213,832,918
100	137.18	110.27	26.91	22.9%	1.71	1.5%	26%	False	False	200,052,528
120	137.18	110.27	26.91	22.9%	1.72	1.5%	26%	False	False	205,720,458

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.97
2.618	136.20
1.618	129.60
1.000	125.52
0.618	123.00
HIGH	118.92
0.618	116.40
0.500	115.62
0.382	114.84
LOW	112.32
0.618	108.24
1.000	105.72
1.618	101.64
2.618	95.04
4.250	84.27

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	116.76	116.42
PP	116.19	115.51
S1	115.62	114.60

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

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