SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	116.50	112.96	-3.54	-3.0%	119.19
High	119.71	115.88	-3.83	-3.2%	121.20
Low	113.39	112.50	-0.89	-0.8%	112.50
Close	114.51	112.64	-1.87	-1.6%	112.64
Range	6.32	3.38	-2.94	-46.5%	8.70
ATR	3.52	3.51	-0.01	-0.3%	0.00
Volume	512,375,031	428,157,063	-84,217,968	-16.4%	1,710,360,516

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.81	121.61	114.50
R3	120.43	118.23	113.57
R2	117.05	117.05	113.26
R1	114.85	114.85	112.95	114.26
PP	113.67	113.67	113.67	113.38
S1	111.47	111.47	112.33	110.88
S2	110.29	110.29	112.02
S3	106.91	108.09	111.71
S4	103.53	104.71	110.78

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.55	135.79	117.43
R3	132.85	127.09	115.03
R2	124.15	124.15	114.24
R1	118.39	118.39	113.44	116.92
PP	115.45	115.45	115.45	114.71
S1	109.69	109.69	111.84	108.22
S2	106.75	106.75	111.05
S3	98.05	100.99	110.25
S4	89.35	92.29	107.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.20	112.50	8.70	7.7%	3.26	2.9%	2%	False	True	342,072,103
10	121.20	110.27	10.93	9.7%	4.46	4.0%	22%	False	False	456,481,454
20	134.49	110.27	24.22	21.5%	3.62	3.2%	10%	False	False	381,806,122
40	135.70	110.27	25.43	22.6%	2.55	2.3%	9%	False	False	280,878,312
60	135.70	110.27	25.43	22.6%	2.21	2.0%	9%	False	False	254,572,088
80	137.18	110.27	26.91	23.9%	2.02	1.8%	9%	False	False	229,492,398
100	137.18	110.27	26.91	23.9%	1.82	1.6%	9%	False	False	211,994,056
120	137.18	110.27	26.91	23.9%	1.78	1.6%	9%	False	False	212,082,974

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130.25
2.618	124.73
1.618	121.35
1.000	119.26
0.618	117.97
HIGH	115.88
0.618	114.59
0.500	114.19
0.382	113.79
LOW	112.50
0.618	110.41
1.000	109.12
1.618	107.03
2.618	103.65
4.250	98.14

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	114.19	116.85
PP	113.67	115.45
S1	113.16	114.04

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

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