SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	116.95	117.80	0.85	0.7%	115.31
High	117.52	118.25	0.73	0.6%	118.17
Low	116.61	117.10	0.49	0.4%	115.24
Close	117.00	117.80	0.80	0.7%	116.58
Range	0.91	1.15	0.24	26.4%	2.93
ATR	1.12	1.13	0.01	0.9%	0.00
Volume	160,932,306	161,086,334	154,028	0.1%	991,684,402

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.17	120.63	118.43
R3	120.02	119.48	118.12
R2	118.87	118.87	118.01
R1	118.33	118.33	117.91	118.38
PP	117.72	117.72	117.72	117.74
S1	117.18	117.18	117.69	117.23
S2	116.57	116.57	117.59
S3	115.42	116.03	117.48
S4	114.27	114.88	117.17

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	118.25	116.12	2.13	1.8%	1.02	0.9%	79%	True	False	161,551,958
10	118.25	115.24	3.01	2.6%	1.21	1.0%	85%	True	False	182,033,768
20	118.25	113.10	5.15	4.4%	1.07	0.9%	91%	True	False	173,107,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123.14
2.618	121.26
1.618	120.11
1.000	119.40
0.618	118.96
HIGH	118.25
0.618	117.81
0.500	117.68
0.382	117.54
LOW	117.10
0.618	116.39
1.000	115.95
1.618	115.24
2.618	114.09
4.250	112.21

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	117.76	117.68
PP	117.72	117.55
S1	117.68	117.43

Download as Excel Spreadsheet

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

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