SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	128.00	128.84	0.84	0.7%	129.99
High	128.39	128.88	0.49	0.4%	130.48
Low	127.10	127.51	0.41	0.3%	125.28
Close	127.85	127.76	-0.09	-0.1%	127.76
Range	1.29	1.37	0.08	6.2%	5.20
ATR	1.93	1.89	-0.04	-2.1%	0.00
Volume	253,963,153	229,679,841	-24,283,312	-9.6%	1,542,503,020

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.16	131.33	128.51
R3	130.79	129.96	128.14
R2	129.42	129.42	128.01
R1	128.59	128.59	127.89	128.32
PP	128.05	128.05	128.05	127.92
S1	127.22	127.22	127.63	126.95
S2	126.68	126.68	127.51
S3	125.31	125.85	127.38
S4	123.94	124.48	127.01

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.44	140.80	130.62
R3	138.24	135.60	129.19
R2	133.04	133.04	128.71
R1	130.40	130.40	128.24	129.12
PP	127.84	127.84	127.84	127.20
S1	125.20	125.20	127.28	123.92
S2	122.64	122.64	126.81
S3	117.44	120.00	126.33
S4	112.24	114.80	124.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.48	125.28	5.20	4.1%	2.04	1.6%	48%	False	False	308,500,604
10	133.16	125.28	7.88	6.2%	1.89	1.5%	31%	False	False	261,389,996
20	134.69	125.28	9.41	7.4%	1.75	1.4%	26%	False	False	232,861,933
40	134.69	125.28	9.41	7.4%	1.43	1.1%	26%	False	False	187,047,132
60	134.69	125.04	9.65	7.6%	1.24	1.0%	28%	False	False	161,426,172
80	134.69	117.74	16.95	13.3%	1.18	0.9%	59%	False	False	160,059,157
100	134.69	117.26	17.43	13.6%	1.19	0.9%	60%	False	False	165,494,760
120	134.69	113.18	21.51	16.8%	1.22	1.0%	68%	False	False	169,392,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.70
2.618	132.47
1.618	131.10
1.000	130.25
0.618	129.73
HIGH	128.88
0.618	128.36
0.500	128.20
0.382	128.03
LOW	127.51
0.618	126.66
1.000	126.14
1.618	125.29
2.618	123.92
4.250	121.69

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	128.20	127.53
PP	128.05	127.31
S1	127.91	127.08

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

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