SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	141.09	141.76	0.67	0.5%	141.89
High	141.47	143.78	2.31	1.6%	142.08
Low	140.63	141.75	1.12	0.8%	140.19
Close	140.91	143.77	2.86	2.0%	141.16
Range	0.84	2.03	1.19	141.7%	1.89
ATR	1.22	1.34	0.12	9.6%	0.00
Volume	100,660,203	158,272,406	57,612,203	57.2%	458,364,137

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.19	148.51	144.89
R3	147.16	146.48	144.33
R2	145.13	145.13	144.14
R1	144.45	144.45	143.96	144.79
PP	143.10	143.10	143.10	143.27
S1	142.42	142.42	143.58	142.76
S2	141.07	141.07	143.40
S3	139.04	140.39	143.21
S4	137.01	138.36	142.65

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	143.78	140.13	3.65	2.5%	1.28	0.9%	100%	True	False	125,543,762
10	143.78	140.13	3.65	2.5%	1.14	0.8%	100%	True	False	104,836,484
20	143.78	139.81	3.97	2.8%	1.04	0.7%	100%	True	False	100,524,766
40	143.78	132.60	11.18	7.8%	1.28	0.9%	100%	True	False	118,859,643
60	143.78	130.85	12.93	9.0%	1.37	1.0%	100%	True	False	130,274,750
80	143.78	127.14	16.64	11.6%	1.54	1.1%	100%	True	False	145,941,190
100	143.78	127.14	16.64	11.6%	1.51	1.0%	100%	True	False	147,483,135
120	143.78	127.14	16.64	11.6%	1.48	1.0%	100%	True	False	146,998,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	152.41
2.618	149.09
1.618	147.06
1.000	145.81
0.618	145.03
HIGH	143.78
0.618	143.00
0.500	142.77
0.382	142.53
LOW	141.75
0.618	140.50
1.000	139.72
1.618	138.47
2.618	136.44
4.250	133.12

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	143.44	143.17
PP	143.10	142.56
S1	142.77	141.96

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

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