SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	116.96	115.31	-1.65	-1.4%	115.26
High	117.29	116.80	-0.49	-0.4%	117.48
Low	115.52	115.24	-0.28	-0.2%	114.60
Close	115.97	116.59	0.62	0.5%	115.97
Range	1.77	1.56	-0.21	-12.0%	2.88
ATR	1.11	1.14	0.03	2.9%	0.00
Volume	226,519,190	184,083,906	-42,435,284	-18.7%	915,123,401

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.89	120.30	117.45
R3	119.33	118.74	117.02
R2	117.77	117.77	116.88
R1	117.18	117.18	116.74	117.48
PP	116.21	116.21	116.21	116.36
S1	115.62	115.62	116.45	115.92
S2	114.65	114.65	116.31
S3	113.09	114.06	116.16
S4	111.53	112.50	115.73

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.66	123.19	117.55
R3	121.78	120.31	116.76
R2	118.90	118.90	116.50
R1	117.43	117.43	116.23	118.17
PP	116.02	116.02	116.02	116.38
S1	114.55	114.55	115.71	115.29
S2	113.14	113.14	115.44
S3	110.26	111.67	115.18
S4	107.38	108.79	114.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.48	115.24	2.24	1.9%	1.22	1.1%	60%	False	True	190,534,766
10	117.48	113.87	3.61	3.1%	1.10	0.9%	75%	False	False	176,182,996
20	117.48	108.94	8.54	7.3%	1.08	0.9%	90%	False	False	173,132,246

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	True
Bull Hook	False
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.43
2.618	120.88
1.618	119.32
1.000	118.36
0.618	117.76
HIGH	116.80
0.618	116.20
0.500	116.02
0.382	115.84
LOW	115.24
0.618	114.28
1.000	113.68
1.618	112.72
2.618	111.16
4.250	108.61

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	116.40	116.48
PP	116.21	116.38
S1	116.02	116.27

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

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