SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	134.47	135.19	0.72	0.5%	135.44
High	135.46	135.25	-0.21	-0.2%	138.18
Low	133.84	133.03	-0.81	-0.6%	134.55
Close	135.09	133.93	-1.16	-0.9%	136.47
Range	1.62	2.22	0.60	37.0%	3.63
ATR	1.78	1.81	0.03	1.8%	0.00
Volume	145,080,625	173,212,984	28,132,359	19.4%	621,977,196

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.73	139.55	135.15
R3	138.51	137.33	134.54
R2	136.29	136.29	134.34
R1	135.11	135.11	134.13	134.59
PP	134.07	134.07	134.07	133.81
S1	132.89	132.89	133.73	132.37
S2	131.85	131.85	133.52
S3	129.63	130.67	133.32
S4	127.41	128.45	132.71

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	133.03	5.15	3.8%	1.47	1.1%	17%	False	True	140,846,575
10	138.18	132.60	5.58	4.2%	1.53	1.1%	24%	False	False	135,651,341
20	138.18	130.93	7.25	5.4%	1.47	1.1%	41%	False	False	137,359,185
40	138.18	127.14	11.04	8.2%	1.73	1.3%	62%	False	False	156,743,640
60	141.66	127.14	14.52	10.8%	1.72	1.3%	47%	False	False	164,584,570
80	142.21	127.14	15.07	11.3%	1.63	1.2%	45%	False	False	161,514,104
100	142.21	127.14	15.07	11.3%	1.51	1.1%	45%	False	False	156,960,007
120	142.21	127.14	15.07	11.3%	1.43	1.1%	45%	False	False	154,722,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	144.69
2.618	141.06
1.618	138.84
1.000	137.47
0.618	136.62
HIGH	135.25
0.618	134.40
0.500	134.14
0.382	133.88
LOW	133.03
0.618	131.66
1.000	130.81
1.618	129.44
2.618	127.22
4.250	123.60

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	134.14	135.10
PP	134.07	134.71
S1	134.00	134.32

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

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