SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	135.01	135.63	0.62	0.5%	133.99
High	135.27	135.83	0.56	0.4%	135.59
Low	134.25	134.29	0.04	0.0%	133.64
Close	135.19	134.56	-0.63	-0.5%	134.36
Range	1.02	1.54	0.52	51.0%	1.95
ATR	1.38	1.39	0.01	0.8%	0.00
Volume	165,939,172	194,612,844	28,673,672	17.3%	698,042,446

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.51	138.58	135.41
R3	137.97	137.04	134.98
R2	136.43	136.43	134.84
R1	135.50	135.50	134.70	135.20
PP	134.89	134.89	134.89	134.74
S1	133.96	133.96	134.42	133.66
S2	133.35	133.35	134.28
S3	131.81	132.42	134.14
S4	130.27	130.88	133.71

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	135.83	133.84	1.99	1.5%	1.00	0.7%	36%	True	False	158,480,642
10	135.83	132.21	3.62	2.7%	0.96	0.7%	65%	True	False	144,780,602
20	135.83	130.06	5.77	4.3%	1.13	0.8%	78%	True	False	146,615,598
40	135.83	120.03	15.80	11.7%	1.25	0.9%	92%	True	False	143,272,995
60	135.83	116.20	19.63	14.6%	1.48	1.1%	94%	True	False	167,554,119
80	135.83	116.20	19.63	14.6%	1.68	1.3%	94%	True	False	190,262,849
100	135.83	107.43	28.40	21.1%	1.90	1.4%	96%	True	False	208,042,979
120	135.83	107.43	28.40	21.1%	2.06	1.5%	96%	True	False	221,593,738

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	0.27
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	142.38
2.618	139.86
1.618	138.32
1.000	137.37
0.618	136.78
HIGH	135.83
0.618	135.24
0.500	135.06
0.382	134.88
LOW	134.29
0.618	133.34
1.000	132.75
1.618	131.80
2.618	130.26
4.250	127.75

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	135.06	135.04
PP	134.89	134.88
S1	134.73	134.72

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

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