SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	112.96	115.17	2.21	2.0%	119.19
High	115.88	115.23	-0.65	-0.6%	121.20
Low	112.50	112.41	-0.09	-0.1%	112.50
Close	112.64	112.73	0.09	0.1%	112.64
Range	3.38	2.82	-0.56	-16.6%	8.70
ATR	3.51	3.46	-0.05	-1.4%	0.00
Volume	428,157,063	274,802,250	-153,354,813	-35.8%	1,710,360,516

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.92	120.14	114.28
R3	119.10	117.32	113.51
R2	116.28	116.28	113.25
R1	114.50	114.50	112.99	113.98
PP	113.46	113.46	113.46	113.20
S1	111.68	111.68	112.47	111.16
S2	110.64	110.64	112.21
S3	107.82	108.86	111.95
S4	105.00	106.04	111.18

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	112.41	8.79	7.8%	3.48	3.1%	4%	False	True	347,349,662
10	121.20	110.27	10.93	9.7%	3.94	3.5%	23%	False	False	413,735,273
20	133.96	110.27	23.69	21.0%	3.70	3.3%	10%	False	False	388,722,536
40	135.70	110.27	25.43	22.6%	2.57	2.3%	10%	False	False	285,585,095
60	135.70	110.27	25.43	22.6%	2.23	2.0%	10%	False	False	256,438,557
80	137.18	110.27	26.91	23.9%	2.05	1.8%	9%	False	False	231,366,604
100	137.18	110.27	26.91	23.9%	1.84	1.6%	9%	False	False	213,385,373
120	137.18	110.27	26.91	23.9%	1.79	1.6%	9%	False	False	212,705,770

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	1.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127.22
2.618	122.61
1.618	119.79
1.000	118.05
0.618	116.97
HIGH	115.23
0.618	114.15
0.500	113.82
0.382	113.49
LOW	112.41
0.618	110.67
1.000	109.59
1.618	107.85
2.618	105.03
4.250	100.43

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	113.82	116.06
PP	113.46	114.95
S1	113.09	113.84

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

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