SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	133.38	133.86	0.48	0.4%	135.38
High	134.23	135.89	1.66	1.2%	136.23
Low	132.60	133.84	1.24	0.9%	132.60
Close	133.51	135.75	2.24	1.7%	135.75
Range	1.63	2.05	0.42	25.8%	3.63
ATR	1.81	1.85	0.04	2.3%	0.00
Volume	143,516,984	129,624,125	-13,892,859	-9.7%	687,773,140

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.31	140.58	136.88
R3	139.26	138.53	136.31
R2	137.21	137.21	136.13
R1	136.48	136.48	135.94	136.85
PP	135.16	135.16	135.16	135.34
S1	134.43	134.43	135.56	134.80
S2	133.11	133.11	135.37
S3	131.06	132.38	135.19
S4	129.01	130.33	134.62

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.75	144.38	137.75
R3	142.12	140.75	136.75
R2	138.49	138.49	136.42
R1	137.12	137.12	136.08	137.81
PP	134.86	134.86	134.86	135.20
S1	133.49	133.49	135.42	134.18
S2	131.23	131.23	135.08
S3	127.60	129.86	134.75
S4	123.97	126.23	133.75

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%	1.66	1.2%	87%	False	False	137,554,628
10	137.80	132.60	5.20	3.8%	1.45	1.1%	61%	False	False	138,838,609
20	137.80	130.85	6.95	5.1%	1.56	1.1%	71%	False	False	146,629,590
40	137.80	127.14	10.66	7.9%	1.80	1.3%	81%	False	False	169,486,218
60	141.66	127.14	14.52	10.7%	1.68	1.2%	59%	False	False	166,592,022
80	142.21	127.14	15.07	11.1%	1.60	1.2%	57%	False	False	161,396,599
100	142.21	127.14	15.07	11.1%	1.48	1.1%	57%	False	False	157,284,315
120	142.21	127.14	15.07	11.1%	1.43	1.1%	57%	False	False	155,977,710

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	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.60
2.618	141.26
1.618	139.21
1.000	137.94
0.618	137.16
HIGH	135.89
0.618	135.11
0.500	134.87
0.382	134.62
LOW	133.84
0.618	132.57
1.000	131.79
1.618	130.52
2.618	128.47
4.250	125.13

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	135.46	135.25
PP	135.16	134.75
S1	134.87	134.25

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

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