SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Apr-2011

Day Change Summary
	Previous	Current
	20-Apr-2011	21-Apr-2011	Change	Change %	Previous Week
Open	132.88	133.79	0.91	0.7%	133.00
High	133.39	133.84	0.45	0.3%	133.45
Low	132.79	133.10	0.31	0.2%	130.27
Close	133.10	133.78	0.68	0.5%	132.04
Range	0.60	0.74	0.14	22.6%	3.18
ATR	1.46	1.41	-0.05	-3.5%	0.00
Volume	155,747,815	136,138,129	-19,609,686	-12.6%	775,651,869

Daily Pivots for day following 21-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.78	135.52	134.18
R3	135.05	134.78	133.98
R2	134.31	134.31	133.91
R1	134.05	134.05	133.85	133.81
PP	133.57	133.57	133.57	133.46
S1	133.31	133.31	133.71	133.07
S2	132.84	132.84	133.65
S3	132.10	132.57	133.58
S4	131.37	131.84	133.38

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	133.84	129.51	4.33	3.2%	0.90	0.7%	99%	True	False	159,320,077
10	133.99	129.51	4.48	3.3%	1.12	0.8%	95%	False	False	155,006,806
20	134.00	129.51	4.49	3.4%	1.04	0.8%	95%	False	False	143,926,924
40	134.00	125.28	8.72	6.5%	1.34	1.0%	97%	False	False	181,898,096
60	134.69	125.28	9.41	7.0%	1.31	1.0%	90%	False	False	172,947,042
80	134.69	125.28	9.41	7.0%	1.22	0.9%	90%	False	False	161,147,995
100	134.69	117.81	16.88	12.6%	1.15	0.9%	95%	False	False	156,118,471
120	134.69	117.59	17.10	12.8%	1.17	0.9%	95%	False	False	161,304,608

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.97
2.618	135.77
1.618	135.03
1.000	134.58
0.618	134.29
HIGH	133.84
0.618	133.56
0.500	133.47
0.382	133.39
LOW	133.10
0.618	132.65
1.000	132.37
1.618	131.91
2.618	131.18
4.250	129.98

Fisher Pivots for day following 21-Apr-2011
Pivot	1 day	3 day
R1	133.68	133.23
PP	133.57	132.69
S1	133.47	132.14

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

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