SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	131.00	129.52	-1.48	-1.1%	132.86
High	131.18	131.31	0.13	0.1%	133.16
Low	129.81	129.49	-0.32	-0.2%	129.49
Close	129.94	130.84	0.90	0.7%	130.84
Range	1.37	1.82	0.45	32.8%	3.67
ATR	1.65	1.67	0.01	0.7%	0.00
Volume	301,234,120	225,403,252	-75,830,868	-25.2%	1,071,396,948

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.01	135.24	131.84
R3	134.19	133.42	131.34
R2	132.37	132.37	131.17
R1	131.60	131.60	131.01	131.99
PP	130.55	130.55	130.55	130.74
S1	129.78	129.78	130.67	130.17
S2	128.73	128.73	130.51
S3	126.91	127.96	130.34
S4	125.09	126.14	129.84

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.17	140.18	132.86
R3	138.50	136.51	131.85
R2	134.83	134.83	131.51
R1	132.84	132.84	131.18	132.00
PP	131.16	131.16	131.16	130.74
S1	129.17	129.17	130.50	128.33
S2	127.49	127.49	130.17
S3	123.82	125.50	129.83
S4	120.15	121.83	128.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.16	129.49	3.67	2.8%	1.75	1.3%	37%	False	True	214,279,389
10	133.69	129.49	4.20	3.2%	1.72	1.3%	32%	False	True	212,346,496
20	134.69	129.49	5.20	4.0%	1.49	1.1%	26%	False	True	185,658,982
40	134.69	127.13	7.56	5.8%	1.31	1.0%	49%	False	False	165,683,043
60	134.69	123.75	10.94	8.4%	1.14	0.9%	65%	False	False	147,276,595
80	134.69	117.59	17.10	13.1%	1.13	0.9%	77%	False	False	153,370,071
100	134.69	116.02	18.67	14.3%	1.16	0.9%	79%	False	False	159,675,700
120	134.69	112.18	22.51	17.2%	1.19	0.9%	83%	False	False	164,869,840

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	0.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139.05
2.618	136.07
1.618	134.25
1.000	133.13
0.618	132.43
HIGH	131.31
0.618	130.61
0.500	130.40
0.382	130.19
LOW	129.49
0.618	128.37
1.000	127.67
1.618	126.55
2.618	124.73
4.250	121.76

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	130.69	131.15
PP	130.55	131.04
S1	130.40	130.94

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

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