SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	120.95	119.81	-1.14	-0.9%	119.70
High	121.23	121.17	-0.06	0.0%	121.57
Low	119.99	119.12	-0.87	-0.7%	118.75
Close	120.66	121.02	0.36	0.3%	119.36
Range	1.24	2.05	0.81	65.3%	2.82
ATR	1.19	1.25	0.06	5.2%	0.00
Volume	192,783,906	239,108,592	46,324,686	24.0%	906,525,676

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.59	125.85	122.15
R3	124.54	123.80	121.58
R2	122.49	122.49	121.40
R1	121.75	121.75	121.21	122.12
PP	120.44	120.44	120.44	120.62
S1	119.70	119.70	120.83	120.07
S2	118.39	118.39	120.64
S3	116.34	117.65	120.46
S4	114.29	115.60	119.89

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	121.29	118.47	2.82	2.3%	1.68	1.4%	91%	False	False	234,672,749
10	121.57	118.47	3.10	2.6%	1.25	1.0%	82%	False	False	184,621,352
20	121.57	116.12	5.45	4.5%	1.19	1.0%	90%	False	False	171,796,689
40	121.57	108.94	12.63	10.4%	1.11	0.9%	96%	False	False	172,353,606

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	0.34
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129.88
2.618	126.54
1.618	124.49
1.000	123.22
0.618	122.44
HIGH	121.17
0.618	120.39
0.500	120.15
0.382	119.90
LOW	119.12
0.618	117.85
1.000	117.07
1.618	115.80
2.618	113.75
4.250	110.41

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	120.73	120.74
PP	120.44	120.46
S1	120.15	120.18

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

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