SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	141.29	140.64	-0.65	-0.5%	139.72
High	141.38	141.19	-0.19	-0.1%	140.92
Low	140.37	140.55	0.18	0.1%	139.56
Close	140.79	140.95	0.16	0.1%	140.84
Range	1.01	0.64	-0.37	-36.6%	1.36
ATR	1.49	1.43	-0.06	-4.1%	0.00
Volume	102,232,969	71,043,133	-31,189,836	-30.5%	475,320,009

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.82	142.52	141.30
R3	142.18	141.88	141.13
R2	141.54	141.54	141.07
R1	141.24	141.24	141.01	141.39
PP	140.90	140.90	140.90	140.97
S1	140.60	140.60	140.89	140.75
S2	140.26	140.26	140.83
S3	139.62	139.96	140.77
S4	138.98	139.32	140.60

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	141.38	139.81	1.57	1.1%	0.85	0.6%	73%	False	False	88,508,684
10	141.38	135.58	5.80	4.1%	1.16	0.8%	93%	False	False	108,524,632
20	141.38	133.03	8.35	5.9%	1.31	0.9%	95%	False	False	128,197,366
40	141.38	130.85	10.53	7.5%	1.44	1.0%	96%	False	False	135,200,528
60	141.38	127.14	14.24	10.1%	1.61	1.1%	97%	False	False	149,125,876
80	141.66	127.14	14.52	10.3%	1.60	1.1%	95%	False	False	154,943,492
100	142.21	127.14	15.07	10.7%	1.56	1.1%	92%	False	False	154,470,604
120	142.21	127.14	15.07	10.7%	1.47	1.0%	92%	False	False	152,287,565

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	143.91
2.618	142.87
1.618	142.23
1.000	141.83
0.618	141.59
HIGH	141.19
0.618	140.95
0.500	140.87
0.382	140.79
LOW	140.55
0.618	140.15
1.000	139.91
1.618	139.51
2.618	138.87
4.250	137.83

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	140.92	140.87
PP	140.90	140.79
S1	140.87	140.71

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

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