SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	128.84	129.35	0.51	0.4%	129.99
High	128.88	130.01	1.13	0.9%	130.48
Low	127.51	129.20	1.69	1.3%	125.28
Close	127.76	129.74	1.98	1.5%	127.76
Range	1.37	0.81	-0.56	-40.9%	5.20
ATR	1.89	1.92	0.03	1.3%	0.00
Volume	229,679,841	153,784,432	-75,895,409	-33.0%	1,542,503,020

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.08	131.72	130.19
R3	131.27	130.91	129.96
R2	130.46	130.46	129.89
R1	130.10	130.10	129.81	130.28
PP	129.65	129.65	129.65	129.74
S1	129.29	129.29	129.67	129.47
S2	128.84	128.84	129.59
S3	128.03	128.48	129.52
S4	127.22	127.67	129.29

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	130.01	125.28	4.73	3.6%	1.92	1.5%	94%	True	False	292,270,373
10	133.00	125.28	7.72	6.0%	1.73	1.3%	58%	False	False	255,110,118
20	133.86	125.28	8.58	6.6%	1.76	1.4%	52%	False	False	234,060,108
40	134.69	125.28	9.41	7.3%	1.42	1.1%	47%	False	False	187,107,412
60	134.69	125.04	9.65	7.4%	1.25	1.0%	49%	False	False	162,675,529
80	134.69	117.74	16.95	13.1%	1.18	0.9%	71%	False	False	159,208,228
100	134.69	117.26	17.43	13.4%	1.19	0.9%	72%	False	False	165,443,723
120	134.69	113.18	21.51	16.6%	1.21	0.9%	77%	False	False	168,931,124

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.28
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	133.45
2.618	132.13
1.618	131.32
1.000	130.82
0.618	130.51
HIGH	130.01
0.618	129.70
0.500	129.61
0.382	129.51
LOW	129.20
0.618	128.70
1.000	128.39
1.618	127.89
2.618	127.08
4.250	125.76

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	129.70	129.35
PP	129.65	128.95
S1	129.61	128.56

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

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