SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	135.44	135.97	0.53	0.4%	135.38
High	135.83	136.64	0.81	0.6%	136.23
Low	134.90	134.55	-0.35	-0.3%	132.60
Close	135.43	136.36	0.93	0.7%	135.75
Range	0.93	2.09	1.16	124.7%	3.63
ATR	1.78	1.80	0.02	1.2%	0.00
Volume	97,431,617	138,606,313	41,174,696	42.3%	687,773,140

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.12	141.33	137.51
R3	140.03	139.24	136.93
R2	137.94	137.94	136.74
R1	137.15	137.15	136.55	137.55
PP	135.85	135.85	135.85	136.05
S1	135.06	135.06	136.17	135.46
S2	133.76	133.76	135.98
S3	131.67	132.97	135.79
S4	129.58	130.88	135.21

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	136.64	132.60	4.04	3.0%	1.58	1.2%	93%	True	False	130,456,107
10	137.80	132.60	5.20	3.8%	1.49	1.1%	72%	False	False	128,291,118
20	137.80	130.85	6.95	5.1%	1.58	1.2%	79%	False	False	143,402,174
40	137.80	127.14	10.66	7.8%	1.77	1.3%	86%	False	False	161,202,735
60	141.66	127.14	14.52	10.6%	1.68	1.2%	63%	False	False	164,833,314
80	142.21	127.14	15.07	11.1%	1.61	1.2%	61%	False	False	161,128,609
100	142.21	127.14	15.07	11.1%	1.50	1.1%	61%	False	False	157,027,510
120	142.21	127.14	15.07	11.1%	1.43	1.0%	61%	False	False	155,433,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	145.52
2.618	142.11
1.618	140.02
1.000	138.73
0.618	137.93
HIGH	136.64
0.618	135.84
0.500	135.60
0.382	135.35
LOW	134.55
0.618	133.26
1.000	132.46
1.618	131.17
2.618	129.08
4.250	125.67

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	136.11	135.99
PP	135.85	135.61
S1	135.60	135.24

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

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