SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	141.15	142.23	1.08	0.8%	140.60
High	142.16	142.30	0.14	0.1%	142.30
Low	140.80	141.86	1.06	0.8%	140.04
Close	141.99	142.18	0.19	0.1%	142.18
Range	1.36	0.44	-0.92	-67.6%	2.26
ATR	1.43	1.36	-0.07	-4.9%	0.00
Volume	111,987,547	90,793,500	-21,194,047	-18.9%	455,440,391

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.43	143.25	142.42
R3	142.99	142.81	142.30
R2	142.55	142.55	142.26
R1	142.37	142.37	142.22	142.24
PP	142.11	142.11	142.11	142.05
S1	141.93	141.93	142.14	141.80
S2	141.67	141.67	142.10
S3	141.23	141.49	142.06
S4	140.79	141.05	141.94

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.29	147.49	143.42
R3	146.03	145.23	142.80
R2	143.77	143.77	142.59
R1	142.97	142.97	142.39	143.37
PP	141.51	141.51	141.51	141.71
S1	140.71	140.71	141.97	141.11
S2	139.25	139.25	141.77
S3	136.99	138.45	141.56
S4	134.73	136.19	140.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.30	140.04	2.26	1.6%	0.85	0.6%	95%	True	False	91,088,078
10	142.30	139.56	2.74	1.9%	0.84	0.6%	96%	True	False	93,076,040
20	142.30	133.03	9.27	6.5%	1.31	0.9%	99%	True	False	124,704,829
40	142.30	130.85	11.45	8.1%	1.35	1.0%	99%	True	False	129,980,772
60	142.30	127.14	15.16	10.7%	1.57	1.1%	99%	True	False	145,803,580
80	142.30	127.14	15.16	10.7%	1.60	1.1%	99%	True	False	153,883,089
100	142.30	127.14	15.16	10.7%	1.56	1.1%	99%	True	False	154,103,351
120	142.30	127.14	15.16	10.7%	1.47	1.0%	99%	True	False	151,686,565

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.16
Narrowest range in 413 trading days

Fibonacci Retracements and Extensions
4.250	144.17
2.618	143.45
1.618	143.01
1.000	142.74
0.618	142.57
HIGH	142.30
0.618	142.13
0.500	142.08
0.382	142.03
LOW	141.86
0.618	141.59
1.000	141.42
1.618	141.15
2.618	140.71
4.250	139.99

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	142.15	141.93
PP	142.11	141.68
S1	142.08	141.43

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

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