SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	131.64	132.32	0.68	0.5%	132.82
High	133.00	132.80	-0.20	-0.2%	133.69
Low	131.07	131.60	0.53	0.4%	130.35
Close	132.58	132.39	-0.19	-0.1%	132.47
Range	1.93	1.20	-0.73	-37.8%	3.34
ATR	1.61	1.58	-0.03	-1.8%	0.00
Volume	174,433,269	153,743,090	-20,690,179	-11.9%	1,052,068,017

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.86	135.33	133.05
R3	134.66	134.13	132.72
R2	133.46	133.46	132.61
R1	132.93	132.93	132.50	133.20
PP	132.26	132.26	132.26	132.40
S1	131.73	131.73	132.28	132.00
S2	131.06	131.06	132.17
S3	129.86	130.53	132.06
S4	128.66	129.33	131.73

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.19	140.67	134.31
R3	138.85	137.33	133.39
R2	135.51	135.51	133.08
R1	133.99	133.99	132.78	133.08
PP	132.17	132.17	132.17	131.72
S1	130.65	130.65	132.16	129.74
S2	128.83	128.83	131.86
S3	125.49	127.31	131.55
S4	122.15	123.97	130.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.63	130.74	2.90	2.2%	1.76	1.3%	57%	False	False	199,530,150
10	133.69	129.70	3.99	3.0%	1.68	1.3%	67%	False	False	199,843,930
20	134.69	129.70	4.99	3.8%	1.44	1.1%	54%	False	False	174,766,988
40	134.69	126.95	7.74	5.8%	1.27	1.0%	70%	False	False	157,955,307
60	134.69	123.75	10.94	8.3%	1.11	0.8%	79%	False	False	143,176,506
80	134.69	117.59	17.10	12.9%	1.13	0.9%	87%	False	False	151,819,493
100	134.69	116.02	18.67	14.1%	1.16	0.9%	88%	False	False	158,255,952
120	134.69	112.18	22.51	17.0%	1.19	0.9%	90%	False	False	163,900,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	137.90
2.618	135.94
1.618	134.74
1.000	134.00
0.618	133.54
HIGH	132.80
0.618	132.34
0.500	132.20
0.382	132.06
LOW	131.60
0.618	130.86
1.000	130.40
1.618	129.66
2.618	128.46
4.250	126.50

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	132.33	132.24
PP	132.26	132.09
S1	132.20	131.95

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

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