SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	133.00	133.88	0.88	0.7%	131.58
High	133.83	134.00	0.17	0.1%	133.77
Low	132.94	133.12	0.18	0.1%	130.44
Close	133.24	133.66	0.42	0.3%	133.15
Range	0.89	0.88	-0.01	-1.1%	3.33
ATR	1.44	1.40	-0.04	-2.8%	0.00
Volume	120,840,091	120,226,803	-613,288	-0.5%	660,263,985

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.23	135.83	134.14
R3	135.35	134.95	133.90
R2	134.47	134.47	133.82
R1	134.07	134.07	133.74	133.83
PP	133.59	133.59	133.59	133.48
S1	133.19	133.19	133.58	132.95
S2	132.71	132.71	133.50
S3	131.83	132.31	133.42
S4	130.95	131.43	133.18

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	134.00	132.45	1.55	1.2%	0.80	0.6%	78%	True	False	125,635,681
10	134.00	129.67	4.33	3.2%	0.96	0.7%	92%	True	False	131,597,299
20	134.00	125.28	8.72	6.5%	1.31	1.0%	96%	True	False	190,834,137
40	134.69	125.28	9.41	7.0%	1.38	1.0%	89%	False	False	182,800,563
60	134.69	125.28	9.41	7.0%	1.28	1.0%	89%	False	False	168,914,917
80	134.69	123.75	10.94	8.2%	1.16	0.9%	91%	False	False	155,090,914
100	134.69	117.59	17.10	12.8%	1.16	0.9%	94%	False	False	159,622,422
120	134.69	116.02	18.67	14.0%	1.18	0.9%	94%	False	False	163,685,650

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.74
2.618	136.30
1.618	135.42
1.000	134.88
0.618	134.54
HIGH	134.00
0.618	133.66
0.500	133.56
0.382	133.46
LOW	133.12
0.618	132.58
1.000	132.24
1.618	131.70
2.618	130.82
4.250	129.38

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	133.63	133.59
PP	133.59	133.51
S1	133.56	133.44

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

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