SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	114.39	118.76	4.37	3.8%	119.56
High	117.16	120.34	3.18	2.7%	123.51
Low	114.38	118.36	3.98	3.5%	117.43
Close	116.99	120.29	3.30	2.8%	117.85
Range	2.78	1.98	-0.80	-28.8%	6.08
ATR	3.36	3.36	0.00	0.0%	0.00
Volume	285,037,313	209,533,703	-75,503,610	-26.5%	1,238,616,641

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.60	124.93	121.38
R3	123.62	122.95	120.83
R2	121.64	121.64	120.65
R1	120.97	120.97	120.47	121.31
PP	119.66	119.66	119.66	119.83
S1	118.99	118.99	120.11	119.33
S2	117.68	117.68	119.93
S3	115.70	117.01	119.75
S4	113.72	115.03	119.20

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	7.6%	2.61	2.2%	65%	False	False	261,238,659
10	123.51	113.85	9.66	8.0%	3.01	2.5%	67%	False	False	260,591,228
20	123.51	111.95	11.56	9.6%	3.30	2.7%	72%	False	False	318,203,799
40	134.82	110.27	24.55	20.4%	3.03	2.5%	41%	False	False	307,170,324
60	135.70	110.27	25.43	21.1%	2.54	2.1%	39%	False	False	271,744,048
80	135.70	110.27	25.43	21.1%	2.26	1.9%	39%	False	False	246,380,934
100	137.18	110.27	26.91	22.4%	2.06	1.7%	37%	False	False	227,227,443
120	137.18	110.27	26.91	22.4%	1.90	1.6%	37%	False	False	213,535,760

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	0.94
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	128.76
2.618	125.52
1.618	123.54
1.000	122.32
0.618	121.56
HIGH	120.34
0.618	119.58
0.500	119.35
0.382	119.12
LOW	118.36
0.618	117.14
1.000	116.38
1.618	115.16
2.618	113.18
4.250	109.95

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	119.98	119.40
PP	119.66	118.51
S1	119.35	117.63

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

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