SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	138.70	136.55	-2.15	-1.6%	134.47
High	138.73	137.57	-1.16	-0.8%	139.07
Low	137.40	135.58	-1.82	-1.3%	133.03
Close	137.59	136.64	-0.95	-0.7%	138.68
Range	1.33	1.99	0.66	49.6%	6.04
ATR	1.76	1.78	0.02	1.0%	0.00
Volume	138,238,922	199,473,500	61,234,578	44.3%	840,540,601

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.57	141.59	137.73
R3	140.58	139.60	137.19
R2	138.59	138.59	137.00
R1	137.61	137.61	136.82	138.10
PP	136.60	136.60	136.60	136.84
S1	135.62	135.62	136.46	136.11
S2	134.61	134.61	136.28
S3	132.62	133.63	136.09
S4	130.63	131.64	135.55

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	135.58	3.76	2.8%	1.70	1.2%	28%	False	True	160,347,098
10	139.34	133.03	6.31	4.6%	1.57	1.1%	57%	False	False	154,841,040
20	139.34	132.60	6.74	4.9%	1.53	1.1%	60%	False	False	143,322,273
40	139.34	130.85	8.49	6.2%	1.62	1.2%	68%	False	False	151,066,045
60	139.34	127.14	12.20	8.9%	1.73	1.3%	78%	False	False	165,151,691
80	141.66	127.14	14.52	10.6%	1.63	1.2%	65%	False	False	161,482,546
100	142.21	127.14	15.07	11.0%	1.56	1.1%	63%	False	False	158,330,295
120	142.21	127.14	15.07	11.0%	1.47	1.1%	63%	False	False	155,685,888

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	146.03
2.618	142.78
1.618	140.79
1.000	139.56
0.618	138.80
HIGH	137.57
0.618	136.81
0.500	136.58
0.382	136.34
LOW	135.58
0.618	134.35
1.000	133.59
1.618	132.36
2.618	130.37
4.250	127.12

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	136.62	137.23
PP	136.60	137.03
S1	136.58	136.84

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

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