SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	135.41	134.16	-1.25	-0.9%	133.99
High	135.59	134.47	-1.12	-0.8%	135.59
Low	134.56	133.84	-0.72	-0.5%	133.64
Close	135.36	134.36	-1.00	-0.7%	134.36
Range	1.03	0.63	-0.40	-38.8%	1.95
ATR	1.41	1.42	0.01	0.5%	0.00
Volume	148,408,375	167,789,141	19,380,766	13.1%	698,042,446

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.11	135.87	134.71
R3	135.48	135.24	134.53
R2	134.85	134.85	134.48
R1	134.61	134.61	134.42	134.73
PP	134.22	134.22	134.22	134.29
S1	133.98	133.98	134.30	134.10
S2	133.59	133.59	134.24
S3	132.96	133.35	134.19
S4	132.33	132.72	134.01

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.38	139.32	135.43
R3	138.43	137.37	134.90
R2	136.48	136.48	134.72
R1	135.42	135.42	134.54	135.95
PP	134.53	134.53	134.53	134.80
S1	133.47	133.47	134.18	134.00
S2	132.58	132.58	134.00
S3	130.63	131.52	133.82
S4	128.68	129.57	133.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.59	133.64	1.95	1.5%	0.93	0.7%	37%	False	False	139,608,489
10	135.59	130.06	5.53	4.1%	1.02	0.8%	78%	False	False	144,144,147
20	135.59	127.72	7.87	5.9%	1.19	0.9%	84%	False	False	146,543,368
40	135.59	120.03	15.56	11.6%	1.28	0.9%	92%	False	False	147,803,518
60	135.59	116.20	19.39	14.4%	1.55	1.2%	94%	False	False	172,123,231
80	135.59	116.20	19.39	14.4%	1.75	1.3%	94%	False	False	194,399,866
100	135.59	107.43	28.16	21.0%	1.96	1.5%	96%	False	False	213,767,006
120	135.59	107.43	28.16	21.0%	2.11	1.6%	96%	False	False	224,725,124

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	0.28
Narrowest range in 198 trading days

Fibonacci Retracements and Extensions
4.250	137.15
2.618	136.12
1.618	135.49
1.000	135.10
0.618	134.86
HIGH	134.47
0.618	134.23
0.500	134.16
0.382	134.08
LOW	133.84
0.618	133.45
1.000	133.21
1.618	132.82
2.618	132.19
4.250	131.16

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	134.29	134.72
PP	134.22	134.60
S1	134.16	134.48

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

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