SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	130.88	131.48	0.60	0.5%	133.12
High	131.44	132.41	0.97	0.7%	133.86
Low	129.70	131.40	1.70	1.3%	129.70
Close	130.93	132.33	1.40	1.1%	132.33
Range	1.74	1.01	-0.73	-42.0%	4.16
ATR	1.31	1.32	0.01	0.9%	0.00
Volume	260,123,340	141,488,375	-118,634,965	-45.6%	861,449,754

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.08	134.71	132.89
R3	134.07	133.70	132.61
R2	133.06	133.06	132.52
R1	132.69	132.69	132.42	132.88
PP	132.05	132.05	132.05	132.14
S1	131.68	131.68	132.24	131.87
S2	131.04	131.04	132.14
S3	130.03	130.67	132.05
S4	129.02	129.66	131.77

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	144.44	142.55	134.62
R3	140.28	138.39	133.47
R2	136.12	136.12	133.09
R1	134.23	134.23	132.71	133.10
PP	131.96	131.96	131.96	131.40
S1	130.07	130.07	131.95	128.94
S2	127.80	127.80	131.57
S3	123.64	125.91	131.19
S4	119.48	121.75	130.04

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%	1.53	1.2%	53%	False	False	198,254,138
10	134.69	129.70	4.99	3.8%	1.26	1.0%	53%	False	False	158,971,468
20	134.69	127.51	7.18	5.4%	1.25	0.9%	67%	False	False	155,959,231
40	134.69	125.33	9.36	7.1%	1.11	0.8%	75%	False	False	142,485,834
60	134.69	120.19	14.50	11.0%	1.01	0.8%	84%	False	False	137,396,834
80	134.69	117.59	17.10	12.9%	1.07	0.8%	86%	False	False	150,603,187
100	134.69	114.67	20.02	15.1%	1.12	0.8%	88%	False	False	156,449,007
120	134.69	109.55	25.14	19.0%	1.14	0.9%	91%	False	False	161,609,812

Crabel Price Patterns
NR	True
NR4	True
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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136.70
2.618	135.05
1.618	134.04
1.000	133.42
0.618	133.03
HIGH	132.41
0.618	132.02
0.500	131.91
0.382	131.79
LOW	131.40
0.618	130.78
1.000	130.39
1.618	129.77
2.618	128.76
4.250	127.11

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	132.19	131.91
PP	132.05	131.48
S1	131.91	131.06

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

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