SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	140.29	140.04	-0.25	-0.2%	139.72
High	140.89	140.89	0.00	0.0%	140.92
Low	140.15	139.81	-0.34	-0.2%	139.56
Close	140.61	140.84	0.23	0.2%	140.84
Range	0.74	1.08	0.34	45.9%	1.36
ATR	1.62	1.59	-0.04	-2.4%	0.00
Volume	90,124,172	99,759,906	9,635,734	10.7%	475,320,009

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.75	143.38	141.43
R3	142.67	142.30	141.14
R2	141.59	141.59	141.04
R1	141.22	141.22	140.94	141.41
PP	140.51	140.51	140.51	140.61
S1	140.14	140.14	140.74	140.33
S2	139.43	139.43	140.64
S3	138.35	139.06	140.54
S4	137.27	137.98	140.25

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.52	144.04	141.59
R3	143.16	142.68	141.21
R2	141.80	141.80	141.09
R1	141.32	141.32	140.96	141.56
PP	140.44	140.44	140.44	140.56
S1	139.96	139.96	140.72	140.20
S2	139.08	139.08	140.59
S3	137.72	138.60	140.47
S4	136.36	137.24	140.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.92	139.56	1.36	1.0%	0.83	0.6%	94%	False	False	95,064,001
10	140.92	135.58	5.34	3.8%	1.27	0.9%	99%	False	False	119,811,559
20	140.92	133.03	7.89	5.6%	1.42	1.0%	99%	False	False	133,031,669
40	140.92	130.85	10.07	7.1%	1.49	1.1%	99%	False	False	139,830,629
60	140.92	127.14	13.78	9.8%	1.68	1.2%	99%	False	False	157,334,702
80	141.66	127.14	14.52	10.3%	1.62	1.1%	94%	False	False	158,201,934
100	142.21	127.14	15.07	10.7%	1.56	1.1%	91%	False	False	155,723,613
120	142.21	127.14	15.07	10.7%	1.47	1.0%	91%	False	False	153,242,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	145.48
2.618	143.72
1.618	142.64
1.000	141.97
0.618	141.56
HIGH	140.89
0.618	140.48
0.500	140.35
0.382	140.22
LOW	139.81
0.618	139.14
1.000	138.73
1.618	138.06
2.618	136.98
4.250	135.22

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	140.68	140.68
PP	140.51	140.51
S1	140.35	140.35

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

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