SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	119.19	119.47	0.28	0.2%	116.91
High	120.74	120.69	-0.05	0.0%	120.12
Low	119.00	118.31	-0.69	-0.6%	110.27
Close	120.62	119.59	-1.03	-0.9%	118.12
Range	1.74	2.38	0.64	36.8%	9.85
ATR	3.45	3.37	-0.08	-2.2%	0.00
Volume	248,414,453	293,977,094	45,562,641	18.3%	2,854,454,033

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.67	125.51	120.90
R3	124.29	123.13	120.24
R2	121.91	121.91	120.03
R1	120.75	120.75	119.81	121.33
PP	119.53	119.53	119.53	119.82
S1	118.37	118.37	119.37	118.95
S2	117.15	117.15	119.15
S3	114.77	115.99	118.94
S4	112.39	113.61	118.28

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	120.74	111.95	8.79	7.4%	3.40	2.8%	87%	False	False	396,918,928
10	126.31	110.27	16.04	13.4%	4.50	3.8%	58%	False	False	476,593,279
20	134.82	110.27	24.55	20.5%	3.20	2.7%	38%	False	False	348,963,338
40	135.70	110.27	25.43	21.3%	2.38	2.0%	37%	False	False	269,050,880
60	135.70	110.27	25.43	21.3%	2.09	1.7%	37%	False	False	242,785,869
80	137.18	110.27	26.91	22.5%	1.91	1.6%	35%	False	False	219,333,282
100	137.18	110.27	26.91	22.5%	1.73	1.5%	35%	False	False	204,252,010
120	137.18	110.27	26.91	22.5%	1.72	1.4%	35%	False	False	206,854,886

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	1.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130.81
2.618	126.92
1.618	124.54
1.000	123.07
0.618	122.16
HIGH	120.69
0.618	119.78
0.500	119.50
0.382	119.22
LOW	118.31
0.618	116.84
1.000	115.93
1.618	114.46
2.618	112.08
4.250	108.20

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	119.56	119.40
PP	119.53	119.20
S1	119.50	119.01

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

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