SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	135.38	136.01	0.63	0.5%	136.48
High	135.57	136.23	0.66	0.5%	137.80
Low	134.70	133.68	-1.02	-0.8%	134.85
Close	135.32	134.14	-1.18	-0.9%	135.49
Range	0.87	2.55	1.68	193.1%	2.95
ATR	1.81	1.87	0.05	2.9%	0.00
Volume	103,746,797	167,783,734	64,036,937	61.7%	488,454,256

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.33	140.79	135.54
R3	139.78	138.24	134.84
R2	137.23	137.23	134.61
R1	135.69	135.69	134.37	135.19
PP	134.68	134.68	134.68	134.43
S1	133.14	133.14	133.91	132.64
S2	132.13	132.13	133.67
S3	129.58	130.59	133.44
S4	127.03	128.04	132.74

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.90	143.14	137.11
R3	141.95	140.19	136.30
R2	139.00	139.00	136.03
R1	137.24	137.24	135.76	136.65
PP	136.05	136.05	136.05	135.75
S1	134.29	134.29	135.22	133.70
S2	133.10	133.10	134.95
S3	130.15	131.34	134.68
S4	127.20	128.39	133.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.80	133.68	4.12	3.1%	1.40	1.0%	11%	False	True	126,126,129
10	137.80	130.93	6.87	5.1%	1.42	1.1%	47%	False	False	139,067,030
20	137.80	130.85	6.95	5.2%	1.60	1.2%	47%	False	False	155,040,001
40	137.80	127.14	10.66	7.9%	1.81	1.3%	66%	False	False	173,532,322
60	141.66	127.14	14.52	10.8%	1.66	1.2%	48%	False	False	166,643,177
80	142.21	127.14	15.07	11.2%	1.57	1.2%	46%	False	False	161,190,775
100	142.21	127.14	15.07	11.2%	1.47	1.1%	46%	False	False	157,623,383
120	142.21	127.14	15.07	11.2%	1.41	1.1%	46%	False	False	155,788,753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	147.07
2.618	142.91
1.618	140.36
1.000	138.78
0.618	137.81
HIGH	136.23
0.618	135.26
0.500	134.96
0.382	134.65
LOW	133.68
0.618	132.10
1.000	131.13
1.618	129.55
2.618	127.00
4.250	122.84

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	134.96	134.96
PP	134.68	134.68
S1	134.41	134.41

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

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