SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	113.26	118.40	5.14	4.5%	116.91
High	118.92	119.21	0.29	0.2%	120.12
Low	112.32	117.28	4.96	4.4%	110.27
Close	117.33	118.12	0.79	0.7%	118.12
Range	6.60	1.93	-4.67	-70.8%	9.85
ATR	3.63	3.51	-0.12	-3.3%	0.00
Volume	467,999,813	313,701,219	-154,298,594	-33.0%	2,854,454,033

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.99	122.99	119.18
R3	122.06	121.06	118.65
R2	120.13	120.13	118.47
R1	119.13	119.13	118.30	118.67
PP	118.20	118.20	118.20	117.97
S1	117.20	117.20	117.94	116.74
S2	116.27	116.27	117.77
S3	114.34	115.27	117.59
S4	112.41	113.34	117.06

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	145.72	141.77	123.54
R3	135.87	131.92	120.83
R2	126.02	126.02	119.93
R1	122.07	122.07	119.02	124.05
PP	116.17	116.17	116.17	117.16
S1	112.22	112.22	117.22	114.20
S2	106.32	106.32	116.31
S3	96.47	102.37	115.41
S4	86.62	92.52	112.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.12	110.27	9.85	8.3%	5.67	4.8%	80%	False	False	570,890,806
10	130.96	110.27	20.69	17.5%	4.73	4.0%	38%	False	False	489,543,169
20	134.82	110.27	24.55	20.8%	3.16	2.7%	32%	False	False	336,004,202
40	135.70	110.27	25.43	21.5%	2.35	2.0%	31%	False	False	265,346,394
60	135.70	110.27	25.43	21.5%	2.06	1.7%	31%	False	False	238,675,020
80	137.18	110.27	26.91	22.8%	1.87	1.6%	29%	False	False	216,201,962
100	137.18	110.27	26.91	22.8%	1.72	1.5%	29%	False	False	201,893,849
120	137.18	110.27	26.91	22.8%	1.72	1.5%	29%	False	False	206,394,561

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.15
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	127.41
2.618	124.26
1.618	122.33
1.000	121.14
0.618	120.40
HIGH	119.21
0.618	118.47
0.500	118.25
0.382	118.02
LOW	117.28
0.618	116.09
1.000	115.35
1.618	114.16
2.618	112.23
4.250	109.08

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	118.25	117.27
PP	118.20	116.43
S1	118.16	115.58

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

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