SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	131.80	130.59	-1.21	-0.9%	133.00
High	132.37	130.81	-1.56	-1.2%	133.45
Low	131.41	129.51	-1.90	-1.4%	130.27
Close	132.04	130.56	-1.48	-1.1%	132.04
Range	0.96	1.30	0.34	35.4%	3.18
ATR	1.37	1.45	0.08	6.0%	0.00
Volume	170,005,215	210,531,529	40,526,314	23.8%	775,651,869

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.19	133.68	131.28
R3	132.89	132.38	130.92
R2	131.59	131.59	130.80
R1	131.08	131.08	130.68	130.69
PP	130.29	130.29	130.29	130.10
S1	129.78	129.78	130.44	129.39
S2	128.99	128.99	130.32
S3	127.69	128.48	130.20
S4	126.39	127.18	129.85

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.46	139.93	133.79
R3	138.28	136.75	132.91
R2	135.10	135.10	132.62
R1	133.57	133.57	132.33	132.75
PP	131.92	131.92	131.92	131.51
S1	130.39	130.39	131.75	129.57
S2	128.74	128.74	131.46
S3	125.56	127.21	131.17
S4	122.38	124.03	130.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.37	129.51	2.86	2.2%	1.19	0.9%	37%	False	True	172,966,225
10	134.00	129.51	4.49	3.4%	1.20	0.9%	23%	False	True	154,592,837
20	134.00	128.32	5.68	4.4%	1.12	0.9%	39%	False	False	144,930,970
40	134.00	125.28	8.72	6.7%	1.44	1.1%	61%	False	False	189,495,539
60	134.69	125.28	9.41	7.2%	1.32	1.0%	56%	False	False	173,048,598
80	134.69	125.04	9.65	7.4%	1.21	0.9%	57%	False	False	158,239,389
100	134.69	117.74	16.95	13.0%	1.17	0.9%	76%	False	False	156,352,776
120	134.69	117.26	17.43	13.4%	1.18	0.9%	76%	False	False	162,024,931

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.34
2.618	134.21
1.618	132.91
1.000	132.11
0.618	131.61
HIGH	130.81
0.618	130.31
0.500	130.16
0.382	130.01
LOW	129.51
0.618	128.71
1.000	128.21
1.618	127.41
2.618	126.11
4.250	123.99

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	130.43	130.94
PP	130.29	130.81
S1	130.16	130.69

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

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