SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	121.85	120.65	-1.20	-1.0%	119.01
High	122.12	121.33	-0.79	-0.6%	121.86
Low	121.23	118.25	-2.98	-2.5%	118.47
Close	121.35	118.48	-2.87	-2.4%	121.81
Range	0.89	3.08	2.19	246.6%	3.39
ATR	1.22	1.36	0.13	11.0%	0.00
Volume	143,351,665	355,569,950	212,218,285	148.0%	984,250,728

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.61	126.63	120.18
R3	125.52	123.54	119.33
R2	122.44	122.44	119.05
R1	120.46	120.46	118.76	119.91
PP	119.35	119.35	119.35	119.08
S1	117.38	117.38	118.20	116.82
S2	116.27	116.27	117.91
S3	113.19	114.29	117.63
S4	110.10	111.21	116.78

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	118.25	3.87	3.3%	1.70	1.4%	6%	False	True	221,616,180
10	122.12	118.25	3.87	3.3%	1.53	1.3%	6%	False	True	215,452,404
20	122.12	116.61	5.51	4.7%	1.26	1.1%	34%	False	False	177,442,790
40	122.12	112.00	10.12	8.5%	1.15	1.0%	64%	False	False	174,758,278

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	0.38
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	134.44
2.618	129.41
1.618	126.33
1.000	124.42
0.618	123.24
HIGH	121.33
0.618	120.16
0.500	119.79
0.382	119.43
LOW	118.25
0.618	116.34
1.000	115.17
1.618	113.26
2.618	110.17
4.250	105.14

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	119.79	120.19
PP	119.35	119.62
S1	118.92	119.05

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

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