SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	134.21	133.38	-0.83	-0.6%	136.48
High	134.60	134.23	-0.37	-0.3%	137.80
Low	133.38	132.60	-0.78	-0.6%	134.85
Close	134.16	133.51	-0.65	-0.5%	135.49
Range	1.22	1.63	0.41	33.6%	2.95
ATR	1.82	1.81	-0.01	-0.7%	0.00
Volume	143,101,500	143,516,984	415,484	0.3%	488,454,256

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.34	137.55	134.41
R3	136.71	135.92	133.96
R2	135.08	135.08	133.81
R1	134.29	134.29	133.66	134.69
PP	133.45	133.45	133.45	133.64
S1	132.66	132.66	133.36	133.06
S2	131.82	131.82	133.21
S3	130.19	131.03	133.06
S4	128.56	129.40	132.61

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	136.23	132.60	3.63	2.7%	1.44	1.1%	25%	False	True	141,860,284
10	137.80	131.28	6.52	4.9%	1.41	1.1%	34%	False	False	142,783,795
20	137.80	130.85	6.95	5.2%	1.56	1.2%	38%	False	False	151,675,944
40	137.80	127.14	10.66	8.0%	1.80	1.3%	60%	False	False	171,422,338
60	141.66	127.14	14.52	10.9%	1.66	1.2%	44%	False	False	166,494,532
80	142.21	127.14	15.07	11.3%	1.58	1.2%	42%	False	False	161,297,071
100	142.21	127.14	15.07	11.3%	1.47	1.1%	42%	False	False	157,327,643
120	142.21	127.14	15.07	11.3%	1.42	1.1%	42%	False	False	155,974,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.16
2.618	138.50
1.618	136.87
1.000	135.86
0.618	135.24
HIGH	134.23
0.618	133.61
0.500	133.42
0.382	133.22
LOW	132.60
0.618	131.59
1.000	130.97
1.618	129.96
2.618	128.33
4.250	125.67

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	133.48	134.42
PP	133.45	134.11
S1	133.42	133.81

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

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