SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	131.75	130.88	-0.87	-0.7%	133.03
High	132.07	131.44	-0.63	-0.5%	134.69
Low	130.21	129.70	-0.51	-0.4%	132.32
Close	131.02	130.93	-0.09	-0.1%	134.53
Range	1.86	1.74	-0.12	-6.5%	2.37
ATR	1.28	1.31	0.03	2.6%	0.00
Volume	227,029,106	260,123,340	33,094,234	14.6%	590,599,746

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.91	135.16	131.89
R3	134.17	133.42	131.41
R2	132.43	132.43	131.25
R1	131.68	131.68	131.09	132.06
PP	130.69	130.69	130.69	130.88
S1	129.94	129.94	130.77	130.32
S2	128.95	128.95	130.61
S3	127.21	128.20	130.45
S4	125.47	126.46	129.97

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	129.70	4.99	3.8%	1.54	1.2%	25%	False	True	191,908,806
10	134.69	129.70	4.99	3.8%	1.28	1.0%	25%	False	True	161,073,182
20	134.69	127.51	7.18	5.5%	1.24	0.9%	48%	False	False	155,044,934
40	134.69	125.33	9.36	7.1%	1.10	0.8%	60%	False	False	140,397,894
60	134.69	117.81	16.88	12.9%	1.02	0.8%	78%	False	False	138,932,055
80	134.69	117.59	17.10	13.1%	1.08	0.8%	78%	False	False	151,007,865
100	134.69	113.18	21.51	16.4%	1.12	0.9%	83%	False	False	156,694,120
120	134.69	109.55	25.14	19.2%	1.14	0.9%	85%	False	False	162,198,457

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.84
2.618	136.00
1.618	134.26
1.000	133.18
0.618	132.52
HIGH	131.44
0.618	130.78
0.500	130.57
0.382	130.36
LOW	129.70
0.618	128.62
1.000	127.96
1.618	126.88
2.618	125.14
4.250	122.31

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	130.81	131.78
PP	130.69	131.50
S1	130.57	131.21

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

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