SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	113.15	116.19	3.04	2.7%	119.19
High	116.57	118.24	1.67	1.4%	121.20
Low	112.58	115.92	3.34	3.0%	112.50
Close	116.44	118.08	1.64	1.4%	112.64
Range	3.99	2.32	-1.67	-41.9%	8.70
ATR	3.50	3.42	-0.08	-2.4%	0.00
Volume	330,797,844	246,371,969	-84,425,875	-25.5%	1,710,360,516

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.37	123.55	119.36
R3	122.05	121.23	118.72
R2	119.73	119.73	118.51
R1	118.91	118.91	118.29	119.32
PP	117.41	117.41	117.41	117.62
S1	116.59	116.59	117.87	117.00
S2	115.09	115.09	117.65
S3	112.77	114.27	117.44
S4	110.45	111.95	116.80

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	119.71	112.41	7.30	6.2%	3.77	3.2%	78%	False	False	358,500,831
10	121.20	112.32	8.88	7.5%	3.40	2.9%	65%	False	False	334,403,361
20	131.77	110.27	21.50	18.2%	3.85	3.3%	36%	False	False	398,580,201
40	135.70	110.27	25.43	21.5%	2.65	2.2%	31%	False	False	291,883,210
60	135.70	110.27	25.43	21.5%	2.31	2.0%	31%	False	False	261,301,073
80	136.19	110.27	25.92	22.0%	2.10	1.8%	30%	False	False	235,571,157
100	137.18	110.27	26.91	22.8%	1.89	1.6%	29%	False	False	216,292,444
120	137.18	110.27	26.91	22.8%	1.82	1.5%	29%	False	False	213,741,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.85
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	128.10
2.618	124.31
1.618	121.99
1.000	120.56
0.618	119.67
HIGH	118.24
0.618	117.35
0.500	117.08
0.382	116.81
LOW	115.92
0.618	114.49
1.000	113.60
1.618	112.17
2.618	109.85
4.250	106.06

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	117.75	117.16
PP	117.41	116.24
S1	117.08	115.33

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

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