SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	133.57	130.75	-2.82	-2.1%	133.12
High	133.69	131.82	-1.87	-1.4%	133.86
Low	130.89	130.35	-0.54	-0.4%	129.70
Close	130.93	131.21	0.28	0.2%	132.33
Range	2.80	1.47	-1.33	-47.5%	4.16
ATR	1.41	1.41	0.00	0.3%	0.00
Volume	257,732,133	200,066,732	-57,665,401	-22.4%	861,449,754

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.54	134.84	132.02
R3	134.07	133.37	131.61
R2	132.60	132.60	131.48
R1	131.90	131.90	131.34	132.25
PP	131.13	131.13	131.13	131.30
S1	130.43	130.43	131.08	130.78
S2	129.66	129.66	130.94
S3	128.19	128.96	130.81
S4	126.72	127.49	130.40

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	133.69	129.70	3.99	3.0%	1.59	1.2%	38%	False	False	200,157,710
10	134.69	129.70	4.99	3.8%	1.48	1.1%	30%	False	False	183,024,797
20	134.69	129.57	5.12	3.9%	1.24	0.9%	32%	False	False	155,341,158
40	134.69	126.15	8.54	6.5%	1.19	0.9%	59%	False	False	149,807,358
60	134.69	122.41	12.28	9.4%	1.04	0.8%	72%	False	False	137,998,660
80	134.69	117.59	17.10	13.0%	1.09	0.8%	80%	False	False	150,604,607
100	134.69	115.61	19.08	14.5%	1.13	0.9%	82%	False	False	157,015,142
120	134.69	110.87	23.82	18.2%	1.15	0.9%	85%	False	False	162,947,278

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	True
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.07
2.618	135.67
1.618	134.20
1.000	133.29
0.618	132.73
HIGH	131.82
0.618	131.26
0.500	131.09
0.382	130.91
LOW	130.35
0.618	129.44
1.000	128.88
1.618	127.97
2.618	126.50
4.250	124.10

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	131.17	132.02
PP	131.13	131.75
S1	131.09	131.48

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

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