SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	118.74	115.69	-3.05	-2.6%	115.17
High	119.40	118.51	-0.89	-0.7%	119.40
Low	115.87	113.85	-2.02	-1.7%	112.41
Close	116.28	117.97	1.69	1.5%	117.97
Range	3.53	4.66	1.13	32.0%	6.99
ATR	3.43	3.51	0.09	2.6%	0.00
Volume	311,893,688	314,458,969	2,565,281	0.8%	1,478,324,720

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.76	129.02	120.53
R3	126.10	124.36	119.25
R2	121.44	121.44	118.82
R1	119.70	119.70	118.40	120.57
PP	116.78	116.78	116.78	117.21
S1	115.04	115.04	117.54	115.91
S2	112.12	112.12	117.12
S3	107.46	110.38	116.69
S4	102.80	105.72	115.41

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.56	134.76	121.81
R3	130.57	127.77	119.89
R2	123.58	123.58	119.25
R1	120.78	120.78	118.61	122.18
PP	116.59	116.59	116.59	117.30
S1	113.79	113.79	117.33	115.19
S2	109.60	109.60	116.69
S3	102.61	106.80	116.05
S4	95.62	99.81	114.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.40	112.41	6.99	5.9%	3.46	2.9%	80%	False	False	295,664,944
10	121.20	112.41	8.79	7.5%	3.36	2.8%	63%	False	False	318,868,523
20	130.96	110.27	20.69	17.5%	4.05	3.4%	37%	False	False	404,205,846
40	135.70	110.27	25.43	21.6%	2.79	2.4%	30%	False	False	295,852,751
60	135.70	110.27	25.43	21.6%	2.37	2.0%	30%	False	False	265,456,299
80	136.11	110.27	25.84	21.9%	2.17	1.8%	30%	False	False	239,403,682
100	137.18	110.27	26.91	22.8%	1.96	1.7%	29%	False	False	220,341,081
120	137.18	110.27	26.91	22.8%	1.85	1.6%	29%	False	False	215,702,560

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	0.93
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	138.32
2.618	130.71
1.618	126.05
1.000	123.17
0.618	121.39
HIGH	118.51
0.618	116.73
0.500	116.18
0.382	115.63
LOW	113.85
0.618	110.97
1.000	109.19
1.618	106.31
2.618	101.65
4.250	94.05

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	117.37	117.52
PP	116.78	117.07
S1	116.18	116.63

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

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