SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	113.37	114.26	0.89	0.8%	111.20
High	114.34	114.52	0.18	0.2%	114.34
Low	113.10	114.07	0.97	0.9%	111.17
Close	114.25	114.27	0.02	0.0%	114.25
Range	1.24	0.45	-0.79	-63.7%	3.17
ATR
Volume	176,047,042	114,535,744	-61,511,298	-34.9%	770,627,525

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.64	115.40	114.52
R3	115.19	114.95	114.39
R2	114.74	114.74	114.35
R1	114.50	114.50	114.31	114.62
PP	114.29	114.29	114.29	114.35
S1	114.05	114.05	114.23	114.17
S2	113.84	113.84	114.19
S3	113.39	113.60	114.15
S4	112.94	113.15	114.02

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.76	121.68	115.99
R3	119.59	118.51	115.12
R2	116.42	116.42	114.83
R1	115.34	115.34	114.54	115.88
PP	113.25	113.25	113.25	113.53
S1	112.17	112.17	113.96	112.71
S2	110.08	110.08	113.67
S3	106.91	109.00	113.38
S4	103.74	105.83	112.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.52	112.00	2.52	2.2%	0.83	0.7%	90%	True	False	147,522,399
10	114.52	108.94	5.58	4.9%	1.06	0.9%	96%	True	False	170,081,496

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	0.30
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	116.43
2.618	115.70
1.618	115.25
1.000	114.97
0.618	114.80
HIGH	114.52
0.618	114.35
0.500	114.30
0.382	114.24
LOW	114.07
0.618	113.79
1.000	113.62
1.618	113.34
2.618	112.89
4.250	112.16

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	114.30	113.94
PP	114.29	113.61
S1	114.28	113.28

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

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