SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	140.90	141.29	0.39	0.3%	141.89
High	140.94	141.82	0.88	0.6%	142.08
Low	140.19	140.36	0.17	0.1%	140.19
Close	140.49	141.16	0.67	0.5%	141.16
Range	0.75	1.46	0.71	94.7%	1.89
ATR	1.23	1.25	0.02	1.3%	0.00
Volume	96,589,805	151,970,297	55,380,492	57.3%	458,364,137

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.49	144.79	141.96
R3	144.03	143.33	141.56
R2	142.57	142.57	141.43
R1	141.87	141.87	141.29	141.49
PP	141.11	141.11	141.11	140.93
S1	140.41	140.41	141.03	140.03
S2	139.65	139.65	140.89
S3	138.19	138.95	140.76
S4	136.73	137.49	140.36

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.81	145.88	142.20
R3	144.92	143.99	141.68
R2	143.03	143.03	141.51
R1	142.10	142.10	141.33	141.62
PP	141.14	141.14	141.14	140.91
S1	140.21	140.21	140.99	139.73
S2	139.25	139.25	140.81
S3	137.36	138.32	140.64
S4	135.47	136.43	140.12

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%	0.92	0.7%	51%	False	False	91,672,827
10	143.09	140.19	2.90	2.1%	1.05	0.7%	33%	False	False	98,601,215
20	143.09	139.56	3.53	2.5%	0.95	0.7%	45%	False	False	95,838,627
40	143.09	132.60	10.49	7.4%	1.29	0.9%	82%	False	False	119,746,476
60	143.09	130.85	12.24	8.7%	1.41	1.0%	84%	False	False	132,209,471
80	143.09	127.14	15.95	11.3%	1.54	1.1%	88%	False	False	147,037,563
100	143.09	127.14	15.95	11.3%	1.52	1.1%	88%	False	False	148,397,781
120	143.09	127.14	15.95	11.3%	1.46	1.0%	88%	False	False	147,697,172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	148.03
2.618	145.64
1.618	144.18
1.000	143.28
0.618	142.72
HIGH	141.82
0.618	141.26
0.500	141.09
0.382	140.92
LOW	140.36
0.618	139.46
1.000	138.90
1.618	138.00
2.618	136.54
4.250	134.16

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	141.14	141.12
PP	141.11	141.08
S1	141.09	141.04

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

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