SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	115.17	113.15	-2.02	-1.8%	119.19
High	115.23	116.57	1.34	1.2%	121.20
Low	112.41	112.58	0.17	0.2%	112.50
Close	112.73	116.44	3.71	3.3%	112.64
Range	2.82	3.99	1.17	41.5%	8.70
ATR	3.46	3.50	0.04	1.1%	0.00
Volume	274,802,250	330,797,844	55,995,594	20.4%	1,710,360,516

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.17	125.79	118.63
R3	123.18	121.80	117.54
R2	119.19	119.19	117.17
R1	117.81	117.81	116.81	118.50
PP	115.20	115.20	115.20	115.54
S1	113.82	113.82	116.07	114.51
S2	111.21	111.21	115.71
S3	107.22	109.83	115.34
S4	103.23	105.84	114.25

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	7.5%	3.80	3.3%	46%	False	False	354,713,812
10	121.20	111.95	9.25	7.9%	3.60	3.1%	49%	False	False	375,816,370
20	132.63	110.27	22.36	19.2%	3.85	3.3%	28%	False	False	398,700,270
40	135.70	110.27	25.43	21.8%	2.63	2.3%	24%	False	False	289,684,666
60	135.70	110.27	25.43	21.8%	2.29	2.0%	24%	False	False	259,937,636
80	137.18	110.27	26.91	23.1%	2.09	1.8%	23%	False	False	234,066,311
100	137.18	110.27	26.91	23.1%	1.88	1.6%	23%	False	False	215,367,771
120	137.18	110.27	26.91	23.1%	1.82	1.6%	23%	False	False	213,996,568

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	0.93
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133.53
2.618	127.02
1.618	123.03
1.000	120.56
0.618	119.04
HIGH	116.57
0.618	115.05
0.500	114.58
0.382	114.10
LOW	112.58
0.618	110.11
1.000	108.59
1.618	106.12
2.618	102.13
4.250	95.62

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	115.82	115.79
PP	115.20	115.14
S1	114.58	114.49

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

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