SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	133.41	133.43	0.02	0.0%	131.58
High	133.77	133.67	-0.10	-0.1%	133.77
Low	132.83	132.88	0.05	0.0%	130.44
Close	133.15	133.26	0.11	0.1%	133.15
Range	0.94	0.79	-0.15	-16.0%	3.33
ATR	1.53	1.48	-0.05	-3.5%	0.00
Volume	153,904,634	100,648,849	-53,255,785	-34.6%	660,263,985

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.64	135.24	133.69
R3	134.85	134.45	133.48
R2	134.06	134.06	133.40
R1	133.66	133.66	133.33	133.47
PP	133.27	133.27	133.27	133.17
S1	132.87	132.87	133.19	132.68
S2	132.48	132.48	133.12
S3	131.69	132.08	133.04
S4	130.90	131.29	132.83

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%	0.90	0.7%	85%	False	False	130,407,579
10	133.77	128.32	5.45	4.1%	1.03	0.8%	91%	False	False	135,269,103
20	133.77	125.28	8.49	6.4%	1.38	1.0%	94%	False	False	195,189,611
40	134.69	125.28	9.41	7.1%	1.38	1.0%	85%	False	False	182,053,546
60	134.69	125.28	9.41	7.1%	1.29	1.0%	85%	False	False	169,533,115
80	134.69	123.15	11.54	8.7%	1.16	0.9%	88%	False	False	155,084,877
100	134.69	117.59	17.10	12.8%	1.17	0.9%	92%	False	False	160,994,317
120	134.69	116.02	18.67	14.0%	1.19	0.9%	92%	False	False	165,103,958

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.03
2.618	135.74
1.618	134.95
1.000	134.46
0.618	134.16
HIGH	133.67
0.618	133.37
0.500	133.28
0.382	133.18
LOW	132.88
0.618	132.39
1.000	132.09
1.618	131.60
2.618	130.81
4.250	129.52

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	133.28	133.21
PP	133.27	133.16
S1	133.27	133.11

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

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