SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	134.21	135.89	1.68	1.3%	135.44
High	134.56	136.46	1.90	1.4%	138.18
Low	133.25	135.26	2.01	1.5%	134.55
Close	133.96	136.17	2.21	1.6%	136.47
Range	1.31	1.20	-0.11	-8.4%	3.63
ATR	1.77	1.83	0.05	2.9%	0.00
Volume	129,069,773	156,443,844	27,374,071	21.2%	621,977,196

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.56	139.07	136.83
R3	138.36	137.87	136.50
R2	137.16	137.16	136.39
R1	136.67	136.67	136.28	136.92
PP	135.96	135.96	135.96	136.09
S1	135.47	135.47	136.06	135.72
S2	134.76	134.76	135.95
S3	133.56	134.27	135.84
S4	132.36	133.07	135.51

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	137.16	133.03	4.13	3.0%	1.44	1.1%	76%	False	False	149,334,982
10	138.18	133.03	5.15	3.8%	1.49	1.1%	61%	False	False	135,540,854
20	138.18	131.28	6.90	5.1%	1.45	1.1%	71%	False	False	139,162,325
40	138.18	127.14	11.04	8.1%	1.67	1.2%	82%	False	False	156,008,380
60	140.46	127.14	13.32	9.8%	1.72	1.3%	68%	False	False	165,112,710
80	141.88	127.14	14.74	10.8%	1.63	1.2%	61%	False	False	161,494,309
100	142.21	127.14	15.07	11.1%	1.52	1.1%	60%	False	False	157,203,581
120	142.21	127.14	15.07	11.1%	1.44	1.1%	60%	False	False	154,821,779

Crabel Price Patterns
NR	True
NR4	True
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	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141.56
2.618	139.60
1.618	138.40
1.000	137.66
0.618	137.20
HIGH	136.46
0.618	136.00
0.500	135.86
0.382	135.72
LOW	135.26
0.618	134.52
1.000	134.06
1.618	133.32
2.618	132.12
4.250	130.16

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	136.07	135.70
PP	135.96	135.22
S1	135.86	134.75

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

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