SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	135.32	135.01	-0.31	-0.2%	133.99
High	135.52	135.27	-0.25	-0.2%	135.59
Low	134.74	134.25	-0.49	-0.4%	133.64
Close	135.36	135.19	-0.17	-0.1%	134.36
Range	0.78	1.02	0.24	30.8%	1.95
ATR	1.40	1.38	-0.02	-1.5%	0.00
Volume	115,653,680	165,939,172	50,285,492	43.5%	698,042,446

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.96	137.60	135.75
R3	136.94	136.58	135.47
R2	135.92	135.92	135.38
R1	135.56	135.56	135.28	135.74
PP	134.90	134.90	134.90	135.00
S1	134.54	134.54	135.10	134.72
S2	133.88	133.88	135.00
S3	132.86	133.52	134.91
S4	131.84	132.50	134.63

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.38	139.32	135.43
R3	138.43	137.37	134.90
R2	136.48	136.48	134.72
R1	135.42	135.42	134.54	135.95
PP	134.53	134.53	134.53	134.80
S1	133.47	133.47	134.18	134.00
S2	132.58	132.58	134.00
S3	130.63	131.52	133.82
S4	128.68	129.57	133.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.59	133.84	1.75	1.3%	0.87	0.6%	77%	False	False	147,323,183
10	135.59	132.13	3.46	2.6%	0.91	0.7%	88%	False	False	141,900,886
20	135.59	129.08	6.51	4.8%	1.14	0.8%	94%	False	False	145,036,784
40	135.59	120.03	15.56	11.5%	1.25	0.9%	97%	False	False	143,918,398
60	135.59	116.20	19.39	14.3%	1.50	1.1%	98%	False	False	169,822,386
80	135.59	116.20	19.39	14.3%	1.69	1.3%	98%	False	False	191,104,456
100	135.59	107.43	28.16	20.8%	1.92	1.4%	99%	False	False	211,233,946
120	135.59	107.43	28.16	20.8%	2.07	1.5%	99%	False	False	222,025,064

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139.61
2.618	137.94
1.618	136.92
1.000	136.29
0.618	135.90
HIGH	135.27
0.618	134.88
0.500	134.76
0.382	134.64
LOW	134.25
0.618	133.62
1.000	133.23
1.618	132.60
2.618	131.58
4.250	129.92

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	135.05	135.02
PP	134.90	134.85
S1	134.76	134.68

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

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