SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	129.35	129.72	0.37	0.3%	129.99
High	130.01	129.89	-0.12	-0.1%	130.48
Low	129.20	129.17	-0.03	0.0%	125.28
Close	129.74	129.29	-0.45	-0.3%	127.76
Range	0.81	0.72	-0.09	-11.1%	5.20
ATR	1.92	1.83	-0.09	-4.5%	0.00
Volume	153,784,432	129,569,159	-24,215,273	-15.7%	1,542,503,020

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.61	131.17	129.69
R3	130.89	130.45	129.49
R2	130.17	130.17	129.42
R1	129.73	129.73	129.36	129.59
PP	129.45	129.45	129.45	129.38
S1	129.01	129.01	129.22	128.87
S2	128.73	128.73	129.16
S3	128.01	128.29	129.09
S4	127.29	127.57	128.89

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	3.7%	1.50	1.2%	85%	False	False	246,595,853
10	132.80	125.28	7.52	5.8%	1.61	1.2%	53%	False	False	250,623,707
20	133.69	125.28	8.41	6.5%	1.68	1.3%	48%	False	False	228,898,119
40	134.69	125.28	9.41	7.3%	1.42	1.1%	43%	False	False	187,505,534
60	134.69	125.04	9.65	7.5%	1.25	1.0%	44%	False	False	163,667,471
80	134.69	117.74	16.95	13.1%	1.17	0.9%	68%	False	False	159,077,332
100	134.69	117.59	17.10	13.2%	1.18	0.9%	68%	False	False	164,840,553
120	134.69	113.18	21.51	16.6%	1.21	0.9%	75%	False	False	168,514,396

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	132.95
2.618	131.77
1.618	131.05
1.000	130.61
0.618	130.33
HIGH	129.89
0.618	129.61
0.500	129.53
0.382	129.45
LOW	129.17
0.618	128.73
1.000	128.45
1.618	128.01
2.618	127.29
4.250	126.11

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	129.53	129.11
PP	129.45	128.94
S1	129.37	128.76

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

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