SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Apr-2010

Day Change Summary
	Previous	Current
	15-Apr-2010	16-Apr-2010	Change	Change %	Previous Week
Open	120.99	120.86	-0.13	-0.1%	119.70
High	121.57	121.29	-0.28	-0.2%	121.57
Low	120.95	118.75	-2.20	-1.8%	118.75
Close	121.29	119.36	-1.93	-1.6%	119.36
Range	0.62	2.54	1.92	311.9%	2.82
ATR	1.06	1.16	0.11	10.0%	0.00
Volume	144,526,905	366,379,810	221,852,905	153.5%	906,525,676

Daily Pivots for day following 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.40	125.92	120.75
R3	124.87	123.38	120.06
R2	122.33	122.33	119.82
R1	120.85	120.85	119.59	120.32
PP	119.80	119.80	119.80	119.54
S1	118.31	118.31	119.13	117.79
S2	117.26	117.26	118.90
S3	114.73	115.78	118.66
S4	112.19	113.24	117.97

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.34	126.66	120.91
R3	125.52	123.85	120.13
R2	122.71	122.71	119.88
R1	121.03	121.03	119.62	120.46
PP	119.89	119.89	119.89	119.61
S1	118.22	118.22	119.10	117.65
S2	117.08	117.08	118.84
S3	114.26	115.40	118.59
S4	111.45	112.59	117.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.57	118.75	2.82	2.4%	1.16	1.0%	22%	False	True	181,305,135
10	121.57	117.60	3.97	3.3%	1.11	0.9%	44%	False	False	159,798,222
20	121.57	115.24	6.33	5.3%	1.16	1.0%	65%	False	False	170,915,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	132.06
2.618	127.92
1.618	125.39
1.000	123.82
0.618	122.85
HIGH	121.29
0.618	120.32
0.500	120.02
0.382	119.72
LOW	118.75
0.618	117.18
1.000	116.22
1.618	114.65
2.618	112.11
4.250	107.98

Fisher Pivots for day following 16-Apr-2010
Pivot	1 day	3 day
R1	120.02	120.16
PP	119.80	119.89
S1	119.58	119.63

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

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