SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	135.67	134.08	-1.59	-1.2%	137.08
High	135.69	135.36	-0.33	-0.2%	137.18
Low	133.82	133.39	-0.43	-0.3%	133.02
Close	134.44	135.08	0.64	0.5%	134.20
Range	1.87	1.97	0.10	5.3%	4.16
ATR	1.43	1.47	0.04	2.7%	0.00
Volume	187,402,078	170,456,109	-16,945,969	-9.0%	878,246,413

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.52	139.77	136.16
R3	138.55	137.80	135.62
R2	136.58	136.58	135.44
R1	135.83	135.83	135.26	136.21
PP	134.61	134.61	134.61	134.80
S1	133.86	133.86	134.90	134.24
S2	132.64	132.64	134.72
S3	130.67	131.89	134.54
S4	128.70	129.92	134.00

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	147.28	144.90	136.49
R3	143.12	140.74	135.34
R2	138.96	138.96	134.96
R1	136.58	136.58	134.58	135.69
PP	134.80	134.80	134.80	134.36
S1	132.42	132.42	133.82	131.53
S2	130.64	130.64	133.44
S3	126.48	128.26	133.06
S4	122.32	124.10	131.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.11	133.22	2.89	2.1%	1.70	1.3%	64%	False	False	160,899,288
10	137.18	133.02	4.16	3.1%	1.49	1.1%	50%	False	False	157,825,911
20	137.18	129.51	7.67	5.7%	1.25	0.9%	73%	False	False	150,804,433
40	137.18	127.10	10.08	7.5%	1.17	0.9%	79%	False	False	150,261,876
60	137.18	125.28	11.90	8.8%	1.35	1.0%	82%	False	False	173,731,186
80	137.18	125.28	11.90	8.8%	1.30	1.0%	82%	False	False	166,698,041
100	137.18	123.98	13.20	9.8%	1.20	0.9%	84%	False	False	154,262,110
120	137.18	117.74	19.44	14.4%	1.18	0.9%	89%	False	False	155,581,045

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	143.73
2.618	140.52
1.618	138.55
1.000	137.33
0.618	136.58
HIGH	135.36
0.618	134.61
0.500	134.38
0.382	134.14
LOW	133.39
0.618	132.17
1.000	131.42
1.618	130.20
2.618	128.23
4.250	125.02

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	134.85	134.97
PP	134.61	134.86
S1	134.38	134.75

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

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