SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	138.32	140.10	1.78	1.3%	137.10
High	140.13	140.45	0.32	0.2%	137.93
Low	138.09	139.48	1.39	1.0%	134.36
Close	140.06	139.91	-0.15	-0.1%	137.57
Range	2.04	0.97	-1.07	-52.5%	3.57
ATR	1.33	1.31	-0.03	-1.9%	0.00
Volume	183,934,938	145,111,750	-38,823,188	-21.1%	725,752,165

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.86	142.35	140.44
R3	141.89	141.38	140.18
R2	140.92	140.92	140.09
R1	140.41	140.41	140.00	140.18
PP	139.95	139.95	139.95	139.83
S1	139.44	139.44	139.82	139.21
S2	138.98	138.98	139.73
S3	138.01	138.47	139.64
S4	137.04	137.50	139.38

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.33	146.02	139.53
R3	143.76	142.45	138.55
R2	140.19	140.19	138.22
R1	138.88	138.88	137.90	139.54
PP	136.62	136.62	136.62	136.95
S1	135.31	135.31	137.24	135.97
S2	133.05	133.05	136.92
S3	129.48	131.74	136.59
S4	125.91	128.17	135.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.45	136.24	4.21	3.0%	1.11	0.8%	87%	True	False	134,511,753
10	140.45	134.36	6.09	4.4%	1.04	0.7%	91%	True	False	142,408,263
20	140.45	134.29	6.16	4.4%	1.11	0.8%	91%	True	False	144,836,544
40	140.45	129.08	11.37	8.1%	1.12	0.8%	95%	True	False	144,936,664
60	140.45	120.03	20.42	14.6%	1.20	0.9%	97%	True	False	144,224,447
80	140.45	116.20	24.25	17.3%	1.40	1.0%	98%	True	False	163,575,926
100	140.45	116.20	24.25	17.3%	1.58	1.1%	98%	True	False	181,850,874
120	140.45	107.43	33.02	23.6%	1.78	1.3%	98%	True	False	200,167,712

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.57
2.618	142.99
1.618	142.02
1.000	141.42
0.618	141.05
HIGH	140.45
0.618	140.08
0.500	139.97
0.382	139.85
LOW	139.48
0.618	138.88
1.000	138.51
1.618	137.91
2.618	136.94
4.250	135.36

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	139.97	139.53
PP	139.95	139.15
S1	139.93	138.77

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

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