SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	128.15	128.00	-0.15	-0.1%	132.86
High	128.57	128.39	-0.18	-0.1%	133.16
Low	125.28	127.10	1.82	1.5%	129.49
Close	126.18	127.85	1.68	1.3%	130.84
Range	3.29	1.29	-2.00	-60.8%	3.67
ATR	1.91	1.93	0.02	1.1%	0.00
Volume	465,982,680	253,963,153	-212,019,527	-45.5%	1,071,396,948

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.65	131.04	128.56
R3	130.36	129.75	128.20
R2	129.07	129.07	128.09
R1	128.46	128.46	127.97	128.12
PP	127.78	127.78	127.78	127.61
S1	127.17	127.17	127.73	126.83
S2	126.49	126.49	127.61
S3	125.20	125.88	127.50
S4	123.91	124.59	127.14

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	131.31	125.28	6.03	4.7%	2.13	1.7%	43%	False	False	307,645,286
10	133.63	125.28	8.35	6.5%	1.96	1.5%	31%	False	False	266,120,927
20	134.69	125.28	9.41	7.4%	1.74	1.4%	27%	False	False	226,866,027
40	134.69	125.28	9.41	7.4%	1.43	1.1%	27%	False	False	185,692,910
60	134.69	124.87	9.82	7.7%	1.23	1.0%	30%	False	False	159,178,988
80	134.69	117.74	16.95	13.3%	1.18	0.9%	60%	False	False	159,455,140
100	134.69	117.26	17.43	13.6%	1.19	0.9%	61%	False	False	164,707,157
120	134.69	113.18	21.51	16.8%	1.22	1.0%	68%	False	False	168,549,644

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133.87
2.618	131.77
1.618	130.48
1.000	129.68
0.618	129.19
HIGH	128.39
0.618	127.90
0.500	127.75
0.382	127.59
LOW	127.10
0.618	126.30
1.000	125.81
1.618	125.01
2.618	123.72
4.250	121.62

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	127.82	127.67
PP	127.78	127.49
S1	127.75	127.31

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

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