SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	136.55	138.56	2.01	1.5%	138.52
High	137.57	139.64	2.07	1.5%	139.64
Low	135.58	136.68	1.10	0.8%	135.58
Close	136.64	139.35	2.71	2.0%	139.35
Range	1.99	2.96	0.97	48.7%	4.06
ATR	1.78	1.87	0.09	4.9%	0.00
Volume	199,473,500	157,793,469	-41,680,031	-20.9%	722,795,586

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.44	146.35	140.98
R3	144.48	143.39	140.16
R2	141.52	141.52	139.89
R1	140.43	140.43	139.62	140.98
PP	138.56	138.56	138.56	138.83
S1	137.47	137.47	139.08	138.02
S2	135.60	135.60	138.81
S3	132.64	134.51	138.54
S4	129.68	131.55	137.72

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.37	148.92	141.58
R3	146.31	144.86	140.47
R2	142.25	142.25	140.09
R1	140.80	140.80	139.72	141.53
PP	138.19	138.19	138.19	138.55
S1	136.74	136.74	138.98	137.47
S2	134.13	134.13	138.61
S3	130.07	132.68	138.23
S4	126.01	128.62	137.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.64	135.58	4.06	2.9%	1.70	1.2%	93%	True	False	144,559,117
10	139.64	133.03	6.61	4.7%	1.78	1.3%	96%	True	False	156,333,618
20	139.64	132.60	7.04	5.1%	1.63	1.2%	96%	True	False	143,654,326
40	139.64	130.85	8.79	6.3%	1.65	1.2%	97%	True	False	150,394,893
60	139.64	127.14	12.50	9.0%	1.74	1.2%	98%	True	False	164,103,875
80	141.66	127.14	14.52	10.4%	1.66	1.2%	84%	False	False	161,537,570
100	142.21	127.14	15.07	10.8%	1.57	1.1%	81%	False	False	158,068,881
120	142.21	127.14	15.07	10.8%	1.49	1.1%	81%	False	False	156,037,053

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	0.51
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	152.22
2.618	147.39
1.618	144.43
1.000	142.60
0.618	141.47
HIGH	139.64
0.618	138.51
0.500	138.16
0.382	137.81
LOW	136.68
0.618	134.85
1.000	133.72
1.618	131.89
2.618	128.93
4.250	124.10

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	138.95	138.77
PP	138.56	138.19
S1	138.16	137.61

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

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