SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	120.26	116.50	-3.76	-3.1%	116.91
High	121.20	119.71	-1.49	-1.2%	120.12
Low	118.72	113.39	-5.33	-4.5%	110.27
Close	119.67	114.51	-5.16	-4.3%	118.12
Range	2.48	6.32	3.84	154.8%	9.85
ATR	3.31	3.52	0.22	6.5%	0.00
Volume	227,436,875	512,375,031	284,938,156	125.3%	2,854,454,033

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.83	130.99	117.99
R3	128.51	124.67	116.25
R2	122.19	122.19	115.67
R1	118.35	118.35	115.09	117.11
PP	115.87	115.87	115.87	115.25
S1	112.03	112.03	113.93	110.79
S2	109.55	109.55	113.35
S3	103.23	105.71	112.77
S4	96.91	99.39	111.03

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	113.39	7.81	6.8%	2.97	2.6%	14%	False	True	319,180,934
10	122.07	110.27	11.80	10.3%	4.65	4.1%	36%	False	False	461,462,223
20	134.72	110.27	24.45	21.4%	3.50	3.1%	17%	False	False	366,693,516
40	135.70	110.27	25.43	22.2%	2.52	2.2%	17%	False	False	278,342,390
60	135.70	110.27	25.43	22.2%	2.18	1.9%	17%	False	False	249,882,370
80	137.18	110.27	26.91	23.5%	2.00	1.7%	16%	False	False	225,928,853
100	137.18	110.27	26.91	23.5%	1.80	1.6%	16%	False	False	209,005,044
120	137.18	110.27	26.91	23.5%	1.78	1.6%	16%	False	False	210,662,766

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.53
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	146.57
2.618	136.26
1.618	129.94
1.000	126.03
0.618	123.62
HIGH	119.71
0.618	117.30
0.500	116.55
0.382	115.80
LOW	113.39
0.618	109.48
1.000	107.07
1.618	103.16
2.618	96.84
4.250	86.53

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	116.55	117.30
PP	115.87	116.37
S1	115.19	115.44

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

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