SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	132.40	133.37	0.97	0.7%	132.82
High	133.62	133.63	0.01	0.0%	133.69
Low	132.39	131.60	-0.79	-0.6%	130.35
Close	133.47	132.47	-1.00	-0.7%	132.47
Range	1.23	2.03	0.80	65.0%	3.34
ATR	1.48	1.52	0.04	2.6%	0.00
Volume	175,902,028	276,989,150	101,087,122	57.5%	1,052,068,017

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.66	137.59	133.59
R3	136.63	135.56	133.03
R2	134.60	134.60	132.84
R1	133.53	133.53	132.66	133.05
PP	132.57	132.57	132.57	132.33
S1	131.50	131.50	132.28	131.02
S2	130.54	130.54	132.10
S3	128.51	129.47	131.91
S4	126.48	127.44	131.35

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.19	140.67	134.31
R3	138.85	137.33	133.39
R2	135.51	135.51	133.08
R1	133.99	133.99	132.78	133.08
PP	132.17	132.17	132.17	131.72
S1	130.65	130.65	132.16	129.74
S2	128.83	128.83	131.86
S3	125.49	127.31	131.55
S4	122.15	123.97	130.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.69	130.35	3.34	2.5%	1.69	1.3%	63%	False	False	210,413,603
10	134.69	129.70	4.99	3.8%	1.61	1.2%	56%	False	False	204,333,871
20	134.69	129.70	4.99	3.8%	1.31	1.0%	56%	False	False	164,817,252
40	134.69	126.15	8.54	6.4%	1.21	0.9%	74%	False	False	154,350,304
60	134.69	122.41	12.28	9.3%	1.07	0.8%	82%	False	False	140,403,029
80	134.69	117.59	17.10	12.9%	1.11	0.8%	87%	False	False	152,063,782
100	134.69	115.65	19.04	14.4%	1.14	0.9%	88%	False	False	158,738,546
120	134.69	111.98	22.71	17.1%	1.17	0.9%	90%	False	False	164,173,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142.26
2.618	138.94
1.618	136.91
1.000	135.66
0.618	134.88
HIGH	133.63
0.618	132.85
0.500	132.62
0.382	132.38
LOW	131.60
0.618	130.35
1.000	129.57
1.618	128.32
2.618	126.29
4.250	122.97

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	132.62	132.31
PP	132.57	132.15
S1	132.52	131.99

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

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