SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	140.31	141.89	1.58	1.1%	141.98
High	141.83	142.08	0.25	0.2%	143.09
Low	140.22	141.34	1.12	0.8%	140.22
Close	141.51	141.54	0.03	0.0%	141.51
Range	1.61	0.74	-0.87	-54.0%	2.87
ATR	1.33	1.29	-0.04	-3.2%	0.00
Volume	99,433,695	68,720,453	-30,713,242	-30.9%	527,648,016

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.87	143.45	141.95
R3	143.13	142.71	141.74
R2	142.39	142.39	141.68
R1	141.97	141.97	141.61	141.81
PP	141.65	141.65	141.65	141.58
S1	141.23	141.23	141.47	141.07
S2	140.91	140.91	141.40
S3	140.17	140.49	141.34
S4	139.43	139.75	141.13

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%	1.20	0.8%	46%	False	False	103,629,484
10	143.09	140.22	2.87	2.0%	1.01	0.7%	46%	False	False	97,242,561
20	143.09	135.58	7.51	5.3%	1.12	0.8%	79%	False	False	107,158,204
40	143.09	132.60	10.49	7.4%	1.31	0.9%	85%	False	False	122,216,741
60	143.09	127.14	15.95	11.3%	1.47	1.0%	90%	False	False	137,963,778
80	143.09	127.14	15.95	11.3%	1.59	1.1%	90%	False	False	151,608,746
100	143.09	127.14	15.95	11.3%	1.54	1.1%	90%	False	False	151,035,938
120	143.09	127.14	15.95	11.3%	1.47	1.0%	90%	False	False	148,845,533

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.20
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	145.23
2.618	144.02
1.618	143.28
1.000	142.82
0.618	142.54
HIGH	142.08
0.618	141.80
0.500	141.71
0.382	141.62
LOW	141.34
0.618	140.88
1.000	140.60
1.618	140.14
2.618	139.40
4.250	138.20

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	141.71	141.41
PP	141.65	141.28
S1	141.60	141.15

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

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