SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	132.86	131.64	-1.22	-0.9%	132.82
High	133.16	133.00	-0.16	-0.1%	133.69
Low	130.74	131.07	0.34	0.3%	130.35
Close	131.43	132.58	1.15	0.9%	132.47
Range	2.42	1.93	-0.49	-20.4%	3.34
ATR	1.59	1.61	0.02	1.5%	0.00
Volume	216,583,217	174,433,269	-42,149,948	-19.5%	1,052,068,017

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.01	137.22	133.64
R3	136.08	135.29	133.11
R2	134.15	134.15	132.93
R1	133.36	133.36	132.76	133.76
PP	132.22	132.22	132.22	132.41
S1	131.43	131.43	132.40	131.83
S2	130.29	130.29	132.23
S3	128.36	129.50	132.05
S4	126.43	127.57	131.52

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	133.63	130.35	3.28	2.5%	1.82	1.4%	68%	False	False	208,794,879
10	133.69	129.70	3.99	3.0%	1.74	1.3%	72%	False	False	207,172,532
20	134.69	129.70	4.99	3.8%	1.43	1.1%	58%	False	False	172,022,676
40	134.69	126.20	8.49	6.4%	1.26	0.9%	75%	False	False	157,166,687
60	134.69	123.73	10.96	8.3%	1.11	0.8%	81%	False	False	142,571,663
80	134.69	117.59	17.10	12.9%	1.13	0.8%	88%	False	False	151,868,462
100	134.69	116.02	18.67	14.1%	1.16	0.9%	89%	False	False	158,892,019
120	134.69	112.18	22.51	17.0%	1.18	0.9%	91%	False	False	164,283,955

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141.20
2.618	138.05
1.618	136.12
1.000	134.93
0.618	134.19
HIGH	133.00
0.618	132.26
0.500	132.04
0.382	131.81
LOW	131.07
0.618	129.88
1.000	129.14
1.618	127.95
2.618	126.02
4.250	122.87

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	132.40	132.45
PP	132.22	132.32
S1	132.04	132.18

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

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