SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	141.98	142.54	0.56	0.4%	140.60
High	142.22	143.09	0.87	0.6%	142.30
Low	141.59	141.45	-0.14	-0.1%	140.04
Close	142.19	141.76	-0.43	-0.3%	142.18
Range	0.63	1.64	1.01	160.3%	2.26
ATR	1.30	1.33	0.02	1.8%	0.00
Volume	78,221,047	105,489,438	27,268,391	34.9%	455,440,391

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.02	146.03	142.66
R3	145.38	144.39	142.21
R2	143.74	143.74	142.06
R1	142.75	142.75	141.91	142.43
PP	142.10	142.10	142.10	141.94
S1	141.11	141.11	141.61	140.79
S2	140.46	140.46	141.46
S3	138.82	139.47	141.31
S4	137.18	137.83	140.86

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	143.09	140.55	2.54	1.8%	0.94	0.7%	48%	True	False	91,506,933
10	143.09	139.81	3.28	2.3%	0.92	0.6%	59%	True	False	91,869,380
20	143.09	133.25	9.84	6.9%	1.23	0.9%	86%	True	False	117,975,673
40	143.09	130.93	12.16	8.6%	1.35	1.0%	89%	True	False	127,667,429
60	143.09	127.14	15.95	11.3%	1.57	1.1%	92%	True	False	143,820,984
80	143.09	127.14	15.95	11.3%	1.60	1.1%	92%	True	False	152,932,345
100	143.09	127.14	15.95	11.3%	1.55	1.1%	92%	True	False	152,806,418
120	143.09	127.14	15.95	11.3%	1.46	1.0%	92%	True	False	150,462,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	150.06
2.618	147.38
1.618	145.74
1.000	144.73
0.618	144.10
HIGH	143.09
0.618	142.46
0.500	142.27
0.382	142.08
LOW	141.45
0.618	140.44
1.000	139.81
1.618	138.80
2.618	137.16
4.250	134.48

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	142.27	142.27
PP	142.10	142.10
S1	141.93	141.93

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

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