SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Mar-2010

Day Change Summary
	Previous	Current
	30-Mar-2010	31-Mar-2010	Change	Change %	Previous Week
Open	117.46	116.95	-0.51	-0.4%	115.31
High	117.83	117.52	-0.31	-0.3%	118.17
Low	116.91	116.61	-0.30	-0.3%	115.24
Close	117.40	117.00	-0.40	-0.3%	116.58
Range	0.92	0.91	-0.01	-1.1%	2.93
ATR	1.13	1.12	-0.02	-1.4%	0.00
Volume	145,682,592	160,932,306	15,249,714	10.5%	991,684,402

Daily Pivots for day following 31-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.77	119.30	117.50
R3	118.86	118.39	117.25
R2	117.95	117.95	117.17
R1	117.48	117.48	117.08	117.72
PP	117.04	117.04	117.04	117.16
S1	116.57	116.57	116.92	116.81
S2	116.13	116.13	116.83
S3	115.22	115.66	116.75
S4	114.31	114.75	116.50

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.44	123.94	118.19
R3	122.52	121.01	117.39
R2	119.59	119.59	117.12
R1	118.09	118.09	116.85	118.84
PP	116.66	116.66	116.66	117.04
S1	115.16	115.16	116.31	115.91
S2	113.74	113.74	116.05
S3	110.81	112.23	115.78
S4	107.88	109.31	114.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.17	116.12	2.05	1.7%	1.13	1.0%	43%	False	False	173,976,256
10	118.17	115.24	2.93	2.5%	1.16	1.0%	60%	False	False	185,555,294
20	118.17	112.03	6.14	5.2%	1.05	0.9%	81%	False	False	171,829,725

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121.39
2.618	119.90
1.618	118.99
1.000	118.43
0.618	118.08
HIGH	117.52
0.618	117.17
0.500	117.07
0.382	116.96
LOW	116.61
0.618	116.05
1.000	115.70
1.618	115.14
2.618	114.23
4.250	112.74

Fisher Pivots for day following 31-Mar-2010
Pivot	1 day	3 day
R1	117.07	117.22
PP	117.04	117.15
S1	117.02	117.07

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

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