SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	135.97	136.04	0.07	0.1%	135.38
High	136.64	137.64	1.00	0.7%	136.23
Low	134.55	135.96	1.41	1.0%	132.60
Close	136.36	137.37	1.01	0.7%	135.75
Range	2.09	1.68	-0.41	-19.6%	3.63
ATR	1.80	1.79	-0.01	-0.5%	0.00
Volume	138,606,313	113,307,484	-25,298,829	-18.3%	687,773,140

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.03	141.38	138.29
R3	140.35	139.70	137.83
R2	138.67	138.67	137.68
R1	138.02	138.02	137.52	138.35
PP	136.99	136.99	136.99	137.15
S1	136.34	136.34	137.22	136.67
S2	135.31	135.31	137.06
S3	133.63	134.66	136.91
S4	131.95	132.98	136.45

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	137.64	132.60	5.04	3.7%	1.68	1.2%	95%	True	False	124,497,304
10	137.80	132.60	5.20	3.8%	1.55	1.1%	92%	False	False	131,572,282
20	137.80	130.85	6.95	5.1%	1.57	1.1%	94%	False	False	142,203,690
40	137.80	127.14	10.66	7.8%	1.76	1.3%	96%	False	False	159,590,131
60	141.66	127.14	14.52	10.6%	1.69	1.2%	70%	False	False	163,858,868
80	142.21	127.14	15.07	11.0%	1.62	1.2%	68%	False	False	161,038,913
100	142.21	127.14	15.07	11.0%	1.51	1.1%	68%	False	False	157,105,605
120	142.21	127.14	15.07	11.0%	1.43	1.0%	68%	False	False	154,839,941

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.78
2.618	142.04
1.618	140.36
1.000	139.32
0.618	138.68
HIGH	137.64
0.618	137.00
0.500	136.80
0.382	136.60
LOW	135.96
0.618	134.92
1.000	134.28
1.618	133.24
2.618	131.56
4.250	128.82

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	137.18	136.95
PP	136.99	136.52
S1	136.80	136.10

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

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