SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	132.60	133.41	0.81	0.6%	131.58
High	132.96	133.77	0.81	0.6%	133.77
Low	132.45	132.83	0.38	0.3%	130.44
Close	132.59	133.15	0.56	0.4%	133.15
Range	0.51	0.94	0.43	84.3%	3.33
ATR	1.56	1.53	-0.03	-1.7%	0.00
Volume	132,558,032	153,904,634	21,346,602	16.1%	660,263,985

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.07	135.55	133.67
R3	135.13	134.61	133.41
R2	134.19	134.19	133.32
R1	133.67	133.67	133.24	133.46
PP	133.25	133.25	133.25	133.15
S1	132.73	132.73	133.06	132.52
S2	132.31	132.31	132.98
S3	131.37	131.79	132.89
S4	130.43	130.85	132.63

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.44	141.13	134.98
R3	139.11	137.80	134.07
R2	135.78	135.78	133.76
R1	134.47	134.47	133.46	135.13
PP	132.45	132.45	132.45	132.78
S1	131.14	131.14	132.84	131.80
S2	129.12	129.12	132.54
S3	125.79	127.81	132.23
S4	122.46	124.48	131.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.77	130.44	3.33	2.5%	0.94	0.7%	81%	True	False	132,052,797
10	133.77	128.32	5.45	4.1%	1.03	0.8%	89%	True	False	140,582,662
20	133.77	125.28	8.49	6.4%	1.46	1.1%	93%	True	False	200,986,329
40	134.69	125.28	9.41	7.1%	1.38	1.0%	84%	False	False	182,901,790
60	134.69	125.28	9.41	7.1%	1.30	1.0%	84%	False	False	169,895,646
80	134.69	122.41	12.28	9.2%	1.17	0.9%	87%	False	False	155,548,854
100	134.69	117.59	17.10	12.8%	1.18	0.9%	91%	False	False	161,848,292
120	134.69	115.65	19.04	14.3%	1.20	0.9%	92%	False	False	165,779,843

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137.77
2.618	136.23
1.618	135.29
1.000	134.71
0.618	134.35
HIGH	133.77
0.618	133.41
0.500	133.30
0.382	133.19
LOW	132.83
0.618	132.25
1.000	131.89
1.618	131.31
2.618	130.37
4.250	128.84

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	133.30	133.12
PP	133.25	133.09
S1	133.20	133.07

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

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