SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	119.47	120.26	0.79	0.7%	116.91
High	120.69	121.20	0.51	0.4%	120.12
Low	118.31	118.72	0.41	0.3%	110.27
Close	119.59	119.67	0.08	0.1%	118.12
Range	2.38	2.48	0.10	4.2%	9.85
ATR	3.37	3.31	-0.06	-1.9%	0.00
Volume	293,977,094	227,436,875	-66,540,219	-22.6%	2,854,454,033

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.30	125.97	121.03
R3	124.82	123.49	120.35
R2	122.34	122.34	120.12
R1	121.01	121.01	119.90	120.44
PP	119.86	119.86	119.86	119.58
S1	118.53	118.53	119.44	117.96
S2	117.38	117.38	119.22
S3	114.90	116.05	118.99
S4	112.42	113.57	118.31

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	121.20	112.32	8.88	7.4%	3.03	2.5%	83%	True	False	310,305,890
10	124.62	110.27	14.35	12.0%	4.47	3.7%	66%	False	False	462,265,870
20	134.82	110.27	24.55	20.5%	3.29	2.8%	38%	False	False	353,517,363
40	135.70	110.27	25.43	21.3%	2.40	2.0%	37%	False	False	269,917,884
60	135.70	110.27	25.43	21.3%	2.09	1.7%	37%	False	False	243,777,317
80	137.18	110.27	26.91	22.5%	1.93	1.6%	35%	False	False	221,357,298
100	137.18	110.27	26.91	22.5%	1.75	1.5%	35%	False	False	204,970,043
120	137.18	110.27	26.91	22.5%	1.73	1.4%	35%	False	False	207,571,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131.74
2.618	127.69
1.618	125.21
1.000	123.68
0.618	122.73
HIGH	121.20
0.618	120.25
0.500	119.96
0.382	119.67
LOW	118.72
0.618	117.19
1.000	116.24
1.618	114.71
2.618	112.23
4.250	108.18

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	119.96	119.76
PP	119.86	119.73
S1	119.77	119.70

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

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