SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	141.47	140.31	-1.16	-0.8%	141.98
High	141.48	141.83	0.35	0.2%	143.09
Low	140.44	140.22	-0.22	-0.2%	140.22
Close	140.67	141.51	0.84	0.6%	141.51
Range	1.04	1.61	0.57	54.8%	2.87
ATR	1.31	1.33	0.02	1.6%	0.00
Volume	111,408,305	99,433,695	-11,974,610	-10.7%	527,648,016

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.02	145.37	142.40
R3	144.41	143.76	141.95
R2	142.80	142.80	141.81
R1	142.15	142.15	141.66	142.48
PP	141.19	141.19	141.19	141.35
S1	140.54	140.54	141.36	140.87
S2	139.58	139.58	141.21
S3	137.97	138.93	141.07
S4	136.36	137.32	140.62

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.22	148.73	143.09
R3	147.35	145.86	142.30
R2	144.48	144.48	142.04
R1	142.99	142.99	141.77	142.30
PP	141.61	141.61	141.61	141.26
S1	140.12	140.12	141.25	139.43
S2	138.74	138.74	140.98
S3	135.87	137.25	140.72
S4	133.00	134.38	139.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.09	140.22	2.87	2.0%	1.18	0.8%	45%	False	True	105,529,603
10	143.09	140.04	3.05	2.2%	1.02	0.7%	48%	False	False	98,308,840
20	143.09	135.58	7.51	5.3%	1.14	0.8%	79%	False	False	109,060,200
40	143.09	132.60	10.49	7.4%	1.33	0.9%	85%	False	False	125,802,697
60	143.09	127.14	15.95	11.3%	1.51	1.1%	90%	False	False	141,037,290
80	143.09	127.14	15.95	11.3%	1.60	1.1%	90%	False	False	152,545,910
100	143.09	127.14	15.95	11.3%	1.54	1.1%	90%	False	False	151,817,226
120	143.09	127.14	15.95	11.3%	1.47	1.0%	90%	False	False	149,469,723

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148.67
2.618	146.04
1.618	144.43
1.000	143.44
0.618	142.82
HIGH	141.83
0.618	141.21
0.500	141.03
0.382	140.84
LOW	140.22
0.618	139.23
1.000	138.61
1.618	137.62
2.618	136.01
4.250	133.38

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	141.35	141.39
PP	141.19	141.26
S1	141.03	141.14

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

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