SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	139.85	140.29	0.44	0.3%	138.52
High	140.65	140.89	0.24	0.2%	139.64
Low	139.81	140.15	0.34	0.2%	135.58
Close	140.49	140.61	0.12	0.1%	139.35
Range	0.84	0.74	-0.10	-11.9%	4.06
ATR	1.69	1.62	-0.07	-4.0%	0.00
Volume	89,658,852	90,124,172	465,320	0.5%	722,795,586

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.77	142.43	141.02
R3	142.03	141.69	140.81
R2	141.29	141.29	140.75
R1	140.95	140.95	140.68	141.12
PP	140.55	140.55	140.55	140.64
S1	140.21	140.21	140.54	140.38
S2	139.81	139.81	140.47
S3	139.07	139.47	140.41
S4	138.33	138.73	140.20

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	140.92	136.68	4.24	3.0%	1.21	0.9%	93%	False	False	106,670,714
10	140.92	135.58	5.34	3.8%	1.45	1.0%	94%	False	False	133,508,906
20	140.92	133.03	7.89	5.6%	1.47	1.0%	96%	False	False	134,524,880
40	140.92	130.85	10.07	7.2%	1.52	1.1%	97%	False	False	143,100,412
60	140.92	127.14	13.78	9.8%	1.69	1.2%	98%	False	False	159,123,185
80	141.66	127.14	14.52	10.3%	1.61	1.1%	93%	False	False	158,502,119
100	142.21	127.14	15.07	10.7%	1.56	1.1%	89%	False	False	155,942,633
120	142.21	127.14	15.07	10.7%	1.47	1.0%	89%	False	False	153,527,182

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.04
2.618	142.83
1.618	142.09
1.000	141.63
0.618	141.35
HIGH	140.89
0.618	140.61
0.500	140.52
0.382	140.43
LOW	140.15
0.618	139.69
1.000	139.41
1.618	138.95
2.618	138.21
4.250	137.01

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	140.58	140.53
PP	140.55	140.45
S1	140.52	140.37

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

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