SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	119.56	120.83	1.27	1.1%	115.17
High	121.43	122.43	1.00	0.8%	119.40
Low	118.06	119.26	1.20	1.0%	112.41
Close	121.36	121.68	0.32	0.3%	117.97
Range	3.37	3.17	-0.20	-5.9%	6.99
ATR	3.51	3.49	-0.02	-0.7%	0.00
Volume	185,981,016	241,013,344	55,032,328	29.6%	1,478,324,720

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.63	129.33	123.42
R3	127.46	126.16	122.55
R2	124.29	124.29	122.26
R1	122.99	122.99	121.97	123.64
PP	121.12	121.12	121.12	121.45
S1	119.82	119.82	121.39	120.47
S2	117.95	117.95	121.10
S3	114.78	116.65	120.81
S4	111.61	113.48	119.94

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	122.43	113.85	8.58	7.1%	3.41	2.8%	91%	True	False	259,943,797
10	122.43	112.41	10.02	8.2%	3.60	3.0%	93%	True	False	307,328,804
20	126.31	110.27	16.04	13.2%	4.05	3.3%	71%	False	False	391,961,042
40	135.70	110.27	25.43	20.9%	2.88	2.4%	45%	False	False	297,316,627
60	135.70	110.27	25.43	20.9%	2.43	2.0%	45%	False	False	265,664,564
80	136.11	110.27	25.84	21.2%	2.20	1.8%	44%	False	False	239,334,718
100	137.18	110.27	26.91	22.1%	2.00	1.6%	42%	False	False	221,700,187
120	137.18	110.27	26.91	22.1%	1.88	1.5%	42%	False	False	215,469,369

Crabel Price Patterns
NR	True
NR4	True
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	1.10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135.90
2.618	130.73
1.618	127.56
1.000	125.60
0.618	124.39
HIGH	122.43
0.618	121.22
0.500	120.85
0.382	120.47
LOW	119.26
0.618	117.30
1.000	116.09
1.618	114.13
2.618	110.96
4.250	105.79

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	121.40	120.50
PP	121.12	119.32
S1	120.85	118.14

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

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