SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Apr-2011

Day Change Summary
	Previous	Current
	11-Apr-2011	12-Apr-2011	Change	Change %	Previous Week
Open	133.00	131.72	-1.28	-1.0%	133.43
High	133.45	131.98	-1.47	-1.1%	134.00
Low	132.14	130.99	-1.15	-0.9%	132.31
Close	132.46	131.47	-0.99	-0.7%	132.86
Range	1.31	0.99	-0.32	-24.4%	1.69
ATR	1.41	1.41	0.00	0.3%	0.00
Volume	121,352,272	161,227,843	39,875,571	32.9%	660,393,822

Daily Pivots for day following 12-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.45	133.95	132.01
R3	133.46	132.96	131.74
R2	132.47	132.47	131.65
R1	131.97	131.97	131.56	131.73
PP	131.48	131.48	131.48	131.36
S1	130.98	130.98	131.38	130.74
S2	130.49	130.49	131.29
S3	129.50	129.99	131.20
S4	128.51	129.00	130.93

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.13	137.18	133.79
R3	136.44	135.49	133.32
R2	134.75	134.75	133.17
R1	133.80	133.80	133.01	133.43
PP	133.06	133.06	133.06	132.87
S1	132.11	132.11	132.71	131.74
S2	131.37	131.37	132.55
S3	129.68	130.42	132.40
S4	127.99	128.73	131.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.00	130.99	3.01	2.3%	1.24	0.9%	16%	False	True	144,296,999
10	134.00	130.99	3.01	2.3%	1.01	0.8%	16%	False	True	136,510,712
20	134.00	125.28	8.72	6.6%	1.21	0.9%	71%	False	False	164,921,311
40	134.69	125.28	9.41	7.2%	1.40	1.1%	66%	False	False	184,132,344
60	134.69	125.28	9.41	7.2%	1.31	1.0%	66%	False	False	171,200,666
80	134.69	123.82	10.87	8.3%	1.18	0.9%	70%	False	False	154,863,945
100	134.69	117.74	16.95	12.9%	1.16	0.9%	81%	False	False	156,891,322
120	134.69	117.21	17.48	13.3%	1.17	0.9%	82%	False	False	161,489,684

Crabel Price Patterns
NR	True
NR4	True
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	0.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136.19
2.618	134.57
1.618	133.58
1.000	132.97
0.618	132.59
HIGH	131.98
0.618	131.60
0.500	131.49
0.382	131.37
LOW	130.99
0.618	130.38
1.000	130.00
1.618	129.39
2.618	128.40
4.250	126.78

Fisher Pivots for day following 12-Apr-2011
Pivot	1 day	3 day
R1	131.49	132.49
PP	131.48	132.15
S1	131.48	131.81

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

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