SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	141.76	144.01	2.25	1.6%	141.04
High	143.78	144.39	0.61	0.4%	144.39
Low	141.75	143.88	2.13	1.5%	140.13
Close	143.77	144.33	0.56	0.4%	144.33
Range	2.03	0.51	-1.52	-74.9%	4.26
ATR	1.34	1.29	-0.05	-3.8%	0.00
Volume	158,272,406	107,272,000	-51,000,406	-32.2%	486,430,711

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.73	145.54	144.61
R3	145.22	145.03	144.47
R2	144.71	144.71	144.42
R1	144.52	144.52	144.38	144.62
PP	144.20	144.20	144.20	144.25
S1	144.01	144.01	144.28	144.11
S2	143.69	143.69	144.24
S3	143.18	143.50	144.19
S4	142.67	142.99	144.05

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	155.73	154.29	146.67
R3	151.47	150.03	145.50
R2	147.21	147.21	145.11
R1	145.77	145.77	144.72	146.49
PP	142.95	142.95	142.95	143.31
S1	141.51	141.51	143.94	142.23
S2	138.69	138.69	143.55
S3	134.43	137.25	143.16
S4	130.17	132.99	141.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.39	140.13	4.26	3.0%	1.23	0.9%	99%	True	False	127,680,201
10	144.39	140.13	4.26	3.0%	1.09	0.8%	99%	True	False	104,422,854
20	144.39	139.81	4.58	3.2%	1.03	0.7%	99%	True	False	101,382,158
40	144.39	133.03	11.36	7.9%	1.25	0.9%	99%	True	False	117,953,519
60	144.39	130.85	13.54	9.4%	1.35	0.9%	100%	True	False	129,194,327
80	144.39	127.14	17.25	12.0%	1.52	1.1%	100%	True	False	144,687,928
100	144.39	127.14	17.25	12.0%	1.50	1.0%	100%	True	False	147,078,127
120	144.39	127.14	17.25	12.0%	1.47	1.0%	100%	True	False	146,849,220

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.24
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	146.56
2.618	145.73
1.618	145.22
1.000	144.90
0.618	144.71
HIGH	144.39
0.618	144.20
0.500	144.14
0.382	144.07
LOW	143.88
0.618	143.56
1.000	143.37
1.618	143.05
2.618	142.54
4.250	141.71

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	144.27	143.72
PP	144.20	143.12
S1	144.14	142.51

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

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