SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	131.24	131.58	0.34	0.3%	129.35
High	131.87	131.92	0.05	0.0%	131.87
Low	130.89	130.94	0.05	0.0%	128.32
Close	131.30	130.98	-0.32	-0.2%	131.30
Range	0.98	0.98	0.00	0.2%	3.55
ATR	1.74	1.68	-0.05	-3.1%	0.00
Volume	155,633,634	108,874,938	-46,758,696	-30.0%	745,562,635

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.22	133.58	131.52
R3	133.24	132.60	131.25
R2	132.26	132.26	131.16
R1	131.62	131.62	131.07	131.45
PP	131.28	131.28	131.28	131.20
S1	130.64	130.64	130.89	130.47
S2	130.30	130.30	130.80
S3	129.32	129.66	130.71
S4	128.34	128.68	130.44

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.15	139.77	133.25
R3	137.60	136.22	132.28
R2	134.05	134.05	131.95
R1	132.67	132.67	131.63	133.36
PP	130.50	130.50	130.50	130.84
S1	129.12	129.12	130.97	129.81
S2	126.95	126.95	130.65
S3	123.40	125.57	130.32
S4	119.85	122.02	129.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.92	128.32	3.60	2.7%	1.16	0.9%	74%	True	False	140,130,628
10	131.92	125.28	6.64	5.1%	1.54	1.2%	86%	True	False	216,200,500
20	133.69	125.28	8.41	6.4%	1.65	1.3%	68%	False	False	218,951,379
40	134.69	125.28	9.41	7.2%	1.40	1.1%	61%	False	False	183,601,996
60	134.69	125.28	9.41	7.2%	1.30	1.0%	61%	False	False	169,054,107
80	134.69	121.13	13.56	10.4%	1.17	0.9%	73%	False	False	156,792,499
100	134.69	117.59	17.10	13.1%	1.19	0.9%	78%	False	False	164,107,393
120	134.69	115.19	19.50	14.9%	1.20	0.9%	81%	False	False	166,133,256

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.09
2.618	134.49
1.618	133.51
1.000	132.90
0.618	132.53
HIGH	131.92
0.618	131.55
0.500	131.43
0.382	131.31
LOW	130.94
0.618	130.33
1.000	129.96
1.618	129.35
2.618	128.37
4.250	126.78

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	131.43	130.92
PP	131.28	130.86
S1	131.13	130.80

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

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