SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	141.29	141.04	-0.25	-0.2%	141.89
High	141.82	141.46	-0.36	-0.3%	142.08
Low	140.36	140.13	-0.23	-0.2%	140.19
Close	141.16	141.03	-0.13	-0.1%	141.16
Range	1.46	1.33	-0.13	-8.9%	1.89
ATR	1.25	1.25	0.01	0.5%	0.00
Volume	151,970,297	120,226,102	-31,744,195	-20.9%	458,364,137

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.86	144.28	141.76
R3	143.53	142.95	141.40
R2	142.20	142.20	141.27
R1	141.62	141.62	141.15	141.25
PP	140.87	140.87	140.87	140.69
S1	140.29	140.29	140.91	139.92
S2	139.54	139.54	140.79
S3	138.21	138.96	140.66
S4	136.88	137.63	140.30

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	141.89	140.13	1.76	1.2%	1.04	0.7%	51%	False	True	101,973,957
10	143.09	140.13	2.96	2.1%	1.12	0.8%	30%	False	True	102,801,720
20	143.09	139.81	3.28	2.3%	0.98	0.7%	37%	False	False	97,534,910
40	143.09	132.60	10.49	7.4%	1.30	0.9%	80%	False	False	120,158,459
60	143.09	130.85	12.24	8.7%	1.41	1.0%	83%	False	False	131,816,377
80	143.09	127.14	15.95	11.3%	1.54	1.1%	87%	False	False	146,660,512
100	143.09	127.14	15.95	11.3%	1.51	1.1%	87%	False	False	148,063,576
120	143.09	127.14	15.95	11.3%	1.47	1.0%	87%	False	False	147,489,791

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147.11
2.618	144.94
1.618	143.61
1.000	142.79
0.618	142.28
HIGH	141.46
0.618	140.95
0.500	140.80
0.382	140.64
LOW	140.13
0.618	139.31
1.000	138.80
1.618	137.98
2.618	136.65
4.250	134.48

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	140.95	141.01
PP	140.87	140.99
S1	140.80	140.98

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

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