SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	133.86	135.44	1.58	1.2%	135.38
High	135.89	135.83	-0.06	0.0%	136.23
Low	133.84	134.90	1.06	0.8%	132.60
Close	135.75	135.43	-0.32	-0.2%	135.75
Range	2.05	0.93	-1.12	-54.6%	3.63
ATR	1.85	1.78	-0.07	-3.5%	0.00
Volume	129,624,125	97,431,617	-32,192,508	-24.8%	687,773,140

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.18	137.73	135.94
R3	137.25	136.80	135.69
R2	136.32	136.32	135.60
R1	135.87	135.87	135.52	135.63
PP	135.39	135.39	135.39	135.27
S1	134.94	134.94	135.34	134.70
S2	134.46	134.46	135.26
S3	133.53	134.01	135.17
S4	132.60	133.08	134.92

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%	1.68	1.2%	78%	False	False	136,291,592
10	137.80	132.60	5.20	3.8%	1.40	1.0%	54%	False	False	127,365,901
20	137.80	130.85	6.95	5.1%	1.55	1.1%	66%	False	False	143,034,583
40	137.80	127.14	10.66	7.9%	1.77	1.3%	78%	False	False	165,726,896
60	141.66	127.14	14.52	10.7%	1.66	1.2%	57%	False	False	164,905,937
80	142.21	127.14	15.07	11.1%	1.60	1.2%	55%	False	False	161,085,239
100	142.21	127.14	15.07	11.1%	1.49	1.1%	55%	False	False	157,017,536
120	142.21	127.14	15.07	11.1%	1.43	1.1%	55%	False	False	155,932,412

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	139.78
2.618	138.26
1.618	137.33
1.000	136.76
0.618	136.40
HIGH	135.83
0.618	135.47
0.500	135.37
0.382	135.26
LOW	134.90
0.618	134.33
1.000	133.97
1.618	133.40
2.618	132.47
4.250	130.95

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	135.41	135.04
PP	135.39	134.64
S1	135.37	134.25

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

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