SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	135.19	134.21	-0.98	-0.7%	135.44
High	135.25	134.56	-0.69	-0.5%	138.18
Low	133.03	133.25	0.22	0.2%	134.55
Close	133.93	133.96	0.03	0.0%	136.47
Range	2.22	1.31	-0.91	-41.0%	3.63
ATR	1.81	1.77	-0.04	-2.0%	0.00
Volume	173,212,984	129,069,773	-44,143,211	-25.5%	621,977,196

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.85	137.22	134.68
R3	136.54	135.91	134.32
R2	135.23	135.23	134.20
R1	134.60	134.60	134.08	134.26
PP	133.92	133.92	133.92	133.76
S1	133.29	133.29	133.84	132.95
S2	132.61	132.61	133.72
S3	131.30	131.98	133.60
S4	129.99	130.67	133.24

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%	1.39	1.0%	18%	False	False	143,999,032
10	138.18	132.60	5.58	4.2%	1.53	1.1%	24%	False	False	134,248,168
20	138.18	131.28	6.90	5.2%	1.47	1.1%	39%	False	False	136,741,497
40	138.18	127.14	11.04	8.2%	1.70	1.3%	62%	False	False	156,153,741
60	141.66	127.14	14.52	10.8%	1.73	1.3%	47%	False	False	164,818,303
80	142.21	127.14	15.07	11.2%	1.63	1.2%	45%	False	False	161,434,406
100	142.21	127.14	15.07	11.2%	1.52	1.1%	45%	False	False	157,045,034
120	142.21	127.14	15.07	11.2%	1.44	1.1%	45%	False	False	154,856,190

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140.13
2.618	137.99
1.618	136.68
1.000	135.87
0.618	135.37
HIGH	134.56
0.618	134.06
0.500	133.91
0.382	133.75
LOW	133.25
0.618	132.44
1.000	131.94
1.618	131.13
2.618	129.82
4.250	127.68

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	133.94	134.25
PP	133.92	134.15
S1	133.91	134.06

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

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