SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	128.93	130.40	1.47	1.1%	129.99
High	130.00	131.09	1.09	0.8%	130.48
Low	128.32	129.67	1.35	1.1%	125.28
Close	129.66	130.90	1.24	1.0%	127.76
Range	1.68	1.42	-0.26	-15.5%	5.20
ATR	1.82	1.80	-0.03	-1.5%	0.00
Volume	148,215,781	158,359,629	10,143,848	6.8%	1,542,503,020

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.81	134.28	131.68
R3	133.39	132.86	131.29
R2	131.97	131.97	131.16
R1	131.44	131.44	131.03	131.71
PP	130.55	130.55	130.55	130.69
S1	130.02	130.02	130.77	130.29
S2	129.13	129.13	130.64
S3	127.71	128.60	130.51
S4	126.29	127.18	130.12

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	131.09	127.51	3.58	2.7%	1.20	0.9%	95%	True	False	163,921,768
10	131.31	125.28	6.03	4.6%	1.67	1.3%	93%	False	False	235,783,527
20	133.69	125.28	8.41	6.4%	1.65	1.3%	67%	False	False	219,869,268
40	134.69	125.28	9.41	7.2%	1.45	1.1%	60%	False	False	187,457,101
60	134.69	125.28	9.41	7.2%	1.28	1.0%	60%	False	False	166,888,352
80	134.69	117.81	16.88	12.9%	1.18	0.9%	78%	False	False	159,166,358
100	134.69	117.59	17.10	13.1%	1.20	0.9%	78%	False	False	164,780,145
120	134.69	113.18	21.51	16.4%	1.21	0.9%	82%	False	False	167,223,311

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.13
2.618	134.81
1.618	133.39
1.000	132.51
0.618	131.97
HIGH	131.09
0.618	130.55
0.500	130.38
0.382	130.21
LOW	129.67
0.618	128.79
1.000	128.25
1.618	127.37
2.618	125.95
4.250	123.64

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	130.73	130.50
PP	130.55	130.10
S1	130.38	129.71

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

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