SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	141.52	140.90	-0.62	-0.4%	141.98
High	141.89	140.94	-0.95	-0.7%	143.09
Low	141.12	140.19	-0.93	-0.7%	140.22
Close	141.51	140.49	-1.02	-0.7%	141.51
Range	0.77	0.75	-0.02	-2.6%	2.87
ATR	1.22	1.23	0.01	0.6%	0.00
Volume	65,406,199	96,589,805	31,183,606	47.7%	527,648,016

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.79	142.39	140.90
R3	142.04	141.64	140.70
R2	141.29	141.29	140.63
R1	140.89	140.89	140.56	140.72
PP	140.54	140.54	140.54	140.45
S1	140.14	140.14	140.42	139.97
S2	139.79	139.79	140.35
S3	139.04	139.39	140.28
S4	138.29	138.64	140.08

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	142.08	140.19	1.89	1.3%	0.95	0.7%	16%	False	True	81,165,507
10	143.09	140.19	2.90	2.1%	0.95	0.7%	10%	False	True	92,483,535
20	143.09	136.68	6.41	4.6%	1.02	0.7%	59%	False	False	96,129,786
40	143.09	132.60	10.49	7.5%	1.27	0.9%	75%	False	False	119,726,029
60	143.09	130.85	12.24	8.7%	1.42	1.0%	79%	False	False	132,753,959
80	143.09	127.14	15.95	11.4%	1.55	1.1%	84%	False	False	147,896,215
100	143.09	127.14	15.95	11.4%	1.51	1.1%	84%	False	False	148,411,994
120	143.09	127.14	15.95	11.4%	1.47	1.0%	84%	False	False	147,963,544

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.13
2.618	142.90
1.618	142.15
1.000	141.69
0.618	141.40
HIGH	140.94
0.618	140.65
0.500	140.57
0.382	140.48
LOW	140.19
0.618	139.73
1.000	139.44
1.618	138.98
2.618	138.23
4.250	137.00

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	140.57	141.04
PP	140.54	140.86
S1	140.52	140.67

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

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