SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Apr-2011

Day Change Summary
	Previous	Current
	19-Apr-2011	20-Apr-2011	Change	Change %	Previous Week
Open	130.76	132.88	2.12	1.6%	133.00
High	131.35	133.39	2.04	1.6%	133.45
Low	130.44	132.79	2.35	1.8%	130.27
Close	131.31	133.10	1.79	1.4%	132.04
Range	0.91	0.60	-0.31	-34.1%	3.18
ATR	1.42	1.46	0.05	3.4%	0.00
Volume	124,177,700	155,747,815	31,570,115	25.4%	775,651,869

Daily Pivots for day following 20-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.89	134.60	133.43
R3	134.29	134.00	133.27
R2	133.69	133.69	133.21
R1	133.40	133.40	133.16	133.55
PP	133.09	133.09	133.09	133.17
S1	132.80	132.80	133.05	132.95
S2	132.49	132.49	132.99
S3	131.89	132.20	132.94
S4	131.29	131.60	132.77

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	133.39	129.51	3.88	2.9%	1.05	0.8%	93%	True	False	164,317,190
10	133.99	129.51	4.48	3.4%	1.18	0.9%	80%	False	False	158,478,699
20	134.00	129.51	4.49	3.4%	1.07	0.8%	80%	False	False	145,037,999
40	134.00	125.28	8.72	6.6%	1.37	1.0%	90%	False	False	184,997,726
60	134.69	125.28	9.41	7.1%	1.31	1.0%	83%	False	False	173,030,350
80	134.69	125.28	9.41	7.1%	1.22	0.9%	83%	False	False	160,136,996
100	134.69	117.74	16.95	12.7%	1.16	0.9%	91%	False	False	156,991,546
120	134.69	117.59	17.10	12.8%	1.17	0.9%	91%	False	False	161,371,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.29
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	135.94
2.618	134.96
1.618	134.36
1.000	133.99
0.618	133.76
HIGH	133.39
0.618	133.16
0.500	133.09
0.382	133.02
LOW	132.79
0.618	132.42
1.000	132.19
1.618	131.82
2.618	131.22
4.250	130.24

Fisher Pivots for day following 20-Apr-2011
Pivot	1 day	3 day
R1	133.10	132.55
PP	133.09	132.00
S1	133.09	131.45

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

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