SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Apr-2010

Day Change Summary
	Previous	Current
	23-Apr-2010	26-Apr-2010	Change	Change %	Previous Week
Open	120.94	121.85	0.91	0.8%	119.01
High	121.86	122.12	0.26	0.2%	121.86
Low	120.63	121.23	0.60	0.5%	118.47
Close	121.81	121.35	-0.46	-0.4%	121.81
Range	1.23	0.89	-0.34	-27.6%	3.39
ATR	1.25	1.22	-0.03	-2.0%	0.00
Volume	177,266,789	143,351,665	-33,915,124	-19.1%	984,250,728

Daily Pivots for day following 26-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.24	123.68	121.84
R3	123.35	122.79	121.59
R2	122.46	122.46	121.51
R1	121.90	121.90	121.43	121.74
PP	121.57	121.57	121.57	121.48
S1	121.01	121.01	121.27	120.85
S2	120.68	120.68	121.19
S3	119.79	120.12	121.11
S4	118.90	119.23	120.86

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.88	129.74	123.68
R3	127.49	126.35	122.74
R2	124.10	124.10	122.43
R1	122.96	122.96	122.12	123.53
PP	120.71	120.71	120.71	121.00
S1	119.57	119.57	121.50	120.14
S2	117.32	117.32	121.19
S3	113.93	116.18	120.88
S4	110.54	112.79	119.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.12	119.12	3.00	2.5%	1.30	1.1%	74%	True	False	181,993,886
10	122.12	118.47	3.65	3.0%	1.33	1.1%	79%	True	False	192,392,712
20	122.12	116.61	5.51	4.5%	1.15	0.9%	86%	True	False	166,385,935
40	122.12	111.17	10.95	9.0%	1.10	0.9%	93%	True	False	169,557,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.36
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	125.90
2.618	124.45
1.618	123.56
1.000	123.01
0.618	122.67
HIGH	122.12
0.618	121.78
0.500	121.68
0.382	121.57
LOW	121.23
0.618	120.68
1.000	120.34
1.618	119.79
2.618	118.90
4.250	117.45

Fisher Pivots for day following 26-Apr-2010
Pivot	1 day	3 day
R1	121.68	121.11
PP	121.57	120.86
S1	121.46	120.62

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

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