SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	136.89	138.52	1.63	1.2%	134.47
High	139.07	139.34	0.27	0.2%	139.07
Low	136.14	138.27	2.13	1.6%	133.03
Close	138.68	138.68	0.00	0.0%	138.68
Range	2.93	1.07	-1.86	-63.5%	6.04
ATR	1.90	1.84	-0.06	-3.1%	0.00
Volume	236,733,375	106,760,359	-129,973,016	-54.9%	840,540,601

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.97	141.40	139.27
R3	140.90	140.33	138.97
R2	139.83	139.83	138.88
R1	139.26	139.26	138.78	139.55
PP	138.76	138.76	138.76	138.91
S1	138.19	138.19	138.58	138.48
S2	137.69	137.69	138.48
S3	136.62	137.12	138.39
S4	135.55	136.05	138.09

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	139.34	133.03	6.31	4.6%	1.75	1.3%	90%	True	False	160,444,067
10	139.34	133.03	6.31	4.6%	1.59	1.1%	90%	True	False	147,184,653
20	139.34	132.60	6.74	4.9%	1.50	1.1%	90%	True	False	137,275,277
40	139.34	127.14	12.20	8.8%	1.64	1.2%	95%	True	False	153,366,565
60	139.34	127.14	12.20	8.8%	1.74	1.3%	95%	True	False	166,425,593
80	141.66	127.14	14.52	10.5%	1.65	1.2%	79%	False	False	162,005,371
100	142.21	127.14	15.07	10.9%	1.54	1.1%	77%	False	False	157,182,998
120	142.21	127.14	15.07	10.9%	1.46	1.1%	77%	False	False	155,659,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.40
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	143.89
2.618	142.14
1.618	141.07
1.000	140.41
0.618	140.00
HIGH	139.34
0.618	138.93
0.500	138.81
0.382	138.68
LOW	138.27
0.618	137.61
1.000	137.20
1.618	136.54
2.618	135.47
4.250	133.72

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	138.81	138.22
PP	138.76	137.76
S1	138.72	137.30

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

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