SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	135.89	136.89	1.00	0.7%	134.47
High	136.46	139.07	2.61	1.9%	139.07
Low	135.26	136.14	0.88	0.7%	133.03
Close	136.17	138.68	2.51	1.8%	138.68
Range	1.20	2.93	1.73	144.2%	6.04
ATR	1.83	1.90	0.08	4.3%	0.00
Volume	156,443,844	236,733,375	80,289,531	51.3%	840,540,601

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.75	145.65	140.29
R3	143.82	142.72	139.49
R2	140.89	140.89	139.22
R1	139.79	139.79	138.95	140.34
PP	137.96	137.96	137.96	138.24
S1	136.86	136.86	138.41	137.41
S2	135.03	135.03	138.14
S3	132.10	133.93	137.87
S4	129.17	131.00	137.07

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.05	152.90	142.00
R3	149.01	146.86	140.34
R2	142.97	142.97	139.79
R1	140.82	140.82	139.23	141.90
PP	136.93	136.93	136.93	137.46
S1	134.78	134.78	138.13	135.86
S2	130.89	130.89	137.57
S3	124.85	128.74	137.02
S4	118.81	122.70	135.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.07	133.03	6.04	4.4%	1.86	1.3%	94%	True	False	168,108,120
10	139.07	133.03	6.04	4.4%	1.58	1.1%	94%	True	False	146,251,779
20	139.07	132.60	6.47	4.7%	1.51	1.1%	94%	True	False	142,545,194
40	139.07	127.14	11.93	8.6%	1.69	1.2%	97%	True	False	157,025,835
60	140.45	127.14	13.31	9.6%	1.75	1.3%	87%	False	False	167,041,147
80	141.66	127.14	14.52	10.5%	1.64	1.2%	79%	False	False	162,506,482
100	142.21	127.14	15.07	10.9%	1.54	1.1%	77%	False	False	157,551,627
120	142.21	127.14	15.07	10.9%	1.46	1.1%	77%	False	False	155,897,744

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	0.42
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	151.52
2.618	146.74
1.618	143.81
1.000	142.00
0.618	140.88
HIGH	139.07
0.618	137.95
0.500	137.61
0.382	137.26
LOW	136.14
0.618	134.33
1.000	133.21
1.618	131.40
2.618	128.47
4.250	123.69

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	138.32	137.84
PP	137.96	137.00
S1	137.61	136.16

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

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