SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	120.83	122.45	1.62	1.3%	115.17
High	122.43	123.51	1.08	0.9%	119.40
Low	119.26	121.30	2.04	1.7%	112.41
Close	121.68	122.22	0.54	0.4%	117.97
Range	3.17	2.21	-0.96	-30.3%	6.99
ATR	3.49	3.39	-0.09	-2.6%	0.00
Volume	241,013,344	301,730,594	60,717,250	25.2%	1,478,324,720

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.97	127.81	123.44
R3	126.76	125.60	122.83
R2	124.55	124.55	122.63
R1	123.39	123.39	122.42	122.87
PP	122.34	122.34	122.34	122.08
S1	121.18	121.18	122.02	120.66
S2	120.13	120.13	121.81
S3	117.92	118.97	121.61
S4	115.71	116.76	121.00

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	123.51	113.85	9.66	7.9%	3.39	2.8%	87%	True	False	271,015,522
10	123.51	112.41	11.10	9.1%	3.58	2.9%	88%	True	False	314,758,176
20	124.62	110.27	14.35	11.7%	4.02	3.3%	83%	False	False	388,512,023
40	135.70	110.27	25.43	20.8%	2.90	2.4%	47%	False	False	301,279,224
60	135.70	110.27	25.43	20.8%	2.45	2.0%	47%	False	False	268,000,095
80	136.11	110.27	25.84	21.1%	2.21	1.8%	46%	False	False	241,682,048
100	137.18	110.27	26.91	22.0%	2.00	1.6%	44%	False	False	223,239,282
120	137.18	110.27	26.91	22.0%	1.89	1.5%	44%	False	False	216,105,431

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	1.11
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	132.90
2.618	129.30
1.618	127.09
1.000	125.72
0.618	124.88
HIGH	123.51
0.618	122.67
0.500	122.41
0.382	122.14
LOW	121.30
0.618	119.93
1.000	119.09
1.618	117.72
2.618	115.51
4.250	111.91

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	122.41	121.74
PP	122.34	121.26
S1	122.28	120.79

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

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