SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Apr-2010

Day Change Summary
	Previous	Current
	20-Apr-2010	21-Apr-2010	Change	Change %	Previous Week
Open	120.56	120.95	0.39	0.3%	119.70
High	120.98	121.23	0.25	0.2%	121.57
Low	119.87	119.99	0.12	0.1%	118.75
Close	120.88	120.66	-0.22	-0.2%	119.36
Range	1.11	1.24	0.13	11.7%	2.82
ATR	1.18	1.19	0.00	0.3%	0.00
Volume	157,458,480	192,783,906	35,325,426	22.4%	906,525,676

Daily Pivots for day following 21-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.35	123.74	121.34
R3	123.11	122.50	121.00
R2	121.87	121.87	120.89
R1	121.26	121.26	120.77	120.95
PP	120.63	120.63	120.63	120.47
S1	120.02	120.02	120.55	119.71
S2	119.39	119.39	120.43
S3	118.15	118.78	120.32
S4	116.91	117.54	119.98

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	118.47	3.10	2.6%	1.39	1.2%	71%	False	False	215,756,412
10	121.57	117.60	3.97	3.3%	1.18	1.0%	77%	False	False	176,560,099
20	121.57	116.12	5.45	4.5%	1.13	0.9%	83%	False	False	169,644,845
40	121.57	108.94	12.63	10.5%	1.09	0.9%	93%	False	False	170,780,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.50
2.618	124.48
1.618	123.24
1.000	122.47
0.618	122.00
HIGH	121.23
0.618	120.76
0.500	120.61
0.382	120.46
LOW	119.99
0.618	119.22
1.000	118.75
1.618	117.98
2.618	116.74
4.250	114.72

Fisher Pivots for day following 21-Apr-2010
Pivot	1 day	3 day
R1	120.64	120.39
PP	120.63	120.12
S1	120.61	119.85

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

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