SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	136.95	134.47	-2.48	-1.8%	135.44
High	137.16	135.46	-1.70	-1.2%	138.18
Low	136.32	133.84	-2.48	-1.8%	134.55
Close	136.47	135.09	-1.38	-1.0%	136.47
Range	0.84	1.62	0.78	92.9%	3.63
ATR	1.71	1.78	0.07	3.8%	0.00
Volume	142,867,688	145,080,625	2,212,937	1.5%	621,977,196

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.66	138.99	135.98
R3	138.04	137.37	135.54
R2	136.42	136.42	135.39
R1	135.75	135.75	135.24	136.09
PP	134.80	134.80	134.80	134.96
S1	134.13	134.13	134.94	134.47
S2	133.18	133.18	134.79
S3	131.56	132.51	134.64
S4	129.94	130.89	134.20

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.29	145.51	138.47
R3	143.66	141.88	137.47
R2	140.03	140.03	137.14
R1	138.25	138.25	136.80	139.14
PP	136.40	136.40	136.40	136.85
S1	134.62	134.62	136.14	135.51
S2	132.77	132.77	135.80
S3	129.14	130.99	135.47
S4	125.51	127.36	134.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.18	133.84	4.34	3.2%	1.44	1.1%	29%	False	True	133,925,240
10	138.18	132.60	5.58	4.1%	1.56	1.2%	45%	False	False	135,108,416
20	138.18	130.85	7.33	5.4%	1.42	1.1%	58%	False	False	136,012,228
40	138.18	127.14	11.04	8.2%	1.70	1.3%	72%	False	False	155,799,592
60	141.66	127.14	14.52	10.7%	1.70	1.3%	55%	False	False	163,763,274
80	142.21	127.14	15.07	11.2%	1.62	1.2%	53%	False	False	161,410,254
100	142.21	127.14	15.07	11.2%	1.50	1.1%	53%	False	False	156,676,034
120	142.21	127.14	15.07	11.2%	1.42	1.1%	53%	False	False	154,660,504

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	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142.35
2.618	139.70
1.618	138.08
1.000	137.08
0.618	136.46
HIGH	135.46
0.618	134.84
0.500	134.65
0.382	134.46
LOW	133.84
0.618	132.84
1.000	132.22
1.618	131.22
2.618	129.60
4.250	126.96

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	134.94	136.01
PP	134.80	135.70
S1	134.65	135.40

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

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