SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	134.37	133.12	-1.25	-0.9%	133.03
High	134.69	133.86	-0.83	-0.6%	134.69
Low	134.06	131.47	-2.59	-1.9%	132.32
Close	134.53	131.83	-2.70	-2.0%	134.53
Range	0.63	2.39	1.76	279.4%	2.37
ATR	1.09	1.23	0.14	12.8%	0.00
Volume	129,820,939	232,808,933	102,987,994	79.3%	590,599,746

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.56	138.08	133.14
R3	137.17	135.69	132.49
R2	134.78	134.78	132.27
R1	133.30	133.30	132.05	132.85
PP	132.39	132.39	132.39	132.16
S1	130.91	130.91	131.61	130.46
S2	130.00	130.00	131.39
S3	127.61	128.52	131.17
S4	125.22	126.13	130.52

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.97	140.12	135.84
R3	138.59	137.75	135.18
R2	136.22	136.22	134.97
R1	135.37	135.37	134.75	135.80
PP	133.85	133.85	133.85	134.06
S1	133.00	133.00	134.31	133.42
S2	131.47	131.47	134.09
S3	129.10	130.63	133.88
S4	126.73	128.25	133.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.69	131.47	3.22	2.4%	1.17	0.9%	11%	False	True	144,376,880
10	134.69	131.30	3.39	2.6%	1.11	0.8%	16%	False	False	136,872,819
20	134.69	127.51	7.18	5.4%	1.16	0.9%	60%	False	False	146,112,949
40	134.69	125.04	9.65	7.3%	1.03	0.8%	70%	False	False	131,052,147
60	134.69	117.74	16.95	12.9%	1.01	0.8%	83%	False	False	135,803,736
80	134.69	117.59	17.10	13.0%	1.06	0.8%	83%	False	False	148,826,162
100	134.69	113.18	21.51	16.3%	1.12	0.8%	87%	False	False	156,437,651
120	134.69	106.66	28.03	21.3%	1.13	0.9%	90%	False	False	161,668,082

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	0.29
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	144.02
2.618	140.12
1.618	137.73
1.000	136.25
0.618	135.34
HIGH	133.86
0.618	132.95
0.500	132.67
0.382	132.38
LOW	131.47
0.618	129.99
1.000	129.08
1.618	127.60
2.618	125.21
4.250	121.31

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	132.67	133.08
PP	132.39	132.66
S1	132.11	132.25

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

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