SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	118.42	114.39	-4.03	-3.4%	119.56
High	120.87	117.16	-3.71	-3.1%	123.51
Low	117.43	114.38	-3.05	-2.6%	117.43
Close	117.85	116.99	-0.86	-0.7%	117.85
Range	3.44	2.78	-0.66	-19.2%	6.08
ATR	3.35	3.36	0.01	0.3%	0.00
Volume	255,409,109	285,037,313	29,628,204	11.6%	1,238,616,641

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.52	123.53	118.52
R3	121.74	120.75	117.75
R2	118.96	118.96	117.50
R1	117.97	117.97	117.24	118.47
PP	116.18	116.18	116.18	116.42
S1	115.19	115.19	116.74	115.69
S2	113.40	113.40	116.48
S3	110.62	112.41	116.23
S4	107.84	109.63	115.46

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.84	133.92	121.19
R3	131.76	127.84	119.52
R2	125.68	125.68	118.96
R1	121.76	121.76	118.41	120.68
PP	119.60	119.60	119.60	119.06
S1	115.68	115.68	117.29	114.60
S2	113.52	113.52	116.74
S3	107.44	109.60	116.18
S4	101.36	103.52	114.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.51	114.38	9.13	7.8%	2.84	2.4%	29%	False	True	267,534,587
10	123.51	112.58	10.93	9.3%	3.21	2.7%	40%	False	False	272,717,642
20	123.51	110.27	13.24	11.3%	3.57	3.1%	51%	False	False	343,226,458
40	134.82	110.27	24.55	21.0%	3.02	2.6%	27%	False	False	307,201,093
60	135.70	110.27	25.43	21.7%	2.52	2.2%	26%	False	False	271,284,720
80	135.70	110.27	25.43	21.7%	2.26	1.9%	26%	False	False	245,728,070
100	137.18	110.27	26.91	23.0%	2.06	1.8%	25%	False	False	226,743,343
120	137.18	110.27	26.91	23.0%	1.90	1.6%	25%	False	False	213,906,005

Crabel Price Patterns
NR	True
NR4	False
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	0.96
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.98
2.618	124.44
1.618	121.66
1.000	119.94
0.618	118.88
HIGH	117.16
0.618	116.10
0.500	115.77
0.382	115.44
LOW	114.38
0.618	112.66
1.000	111.60
1.618	109.88
2.618	107.10
4.250	102.57

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	116.58	118.89
PP	116.18	118.26
S1	115.77	117.62

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

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