SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	135.63	134.58	-1.05	-0.8%	133.99
High	135.83	136.17	0.34	0.3%	135.59
Low	134.29	134.33	0.04	0.0%	133.64
Close	134.56	136.05	1.49	1.1%	134.36
Range	1.54	1.84	0.30	19.5%	1.95
ATR	1.39	1.42	0.03	2.3%	0.00
Volume	194,612,844	186,426,078	-8,186,766	-4.2%	698,042,446

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.04	140.38	137.06
R3	139.20	138.54	136.56
R2	137.36	137.36	136.39
R1	136.70	136.70	136.22	137.03
PP	135.52	135.52	135.52	135.68
S1	134.86	134.86	135.88	135.19
S2	133.68	133.68	135.71
S3	131.84	133.02	135.54
S4	130.00	131.18	135.04

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	136.17	133.84	2.33	1.7%	1.16	0.9%	95%	True	False	166,084,183
10	136.17	133.64	2.53	1.9%	1.07	0.8%	95%	True	False	152,124,737
20	136.17	130.06	6.11	4.5%	1.18	0.9%	98%	True	False	149,627,391
40	136.17	120.37	15.80	11.6%	1.24	0.9%	99%	True	False	143,359,663
60	136.17	116.20	19.97	14.7%	1.49	1.1%	99%	True	False	167,072,435
80	136.17	116.20	19.97	14.7%	1.69	1.2%	99%	True	False	189,106,876
100	136.17	107.43	28.74	21.1%	1.90	1.4%	100%	True	False	206,835,252
120	136.17	107.43	28.74	21.1%	2.05	1.5%	100%	True	False	220,548,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	143.99
2.618	140.99
1.618	139.15
1.000	138.01
0.618	137.31
HIGH	136.17
0.618	135.47
0.500	135.25
0.382	135.03
LOW	134.33
0.618	133.19
1.000	132.49
1.618	131.35
2.618	129.51
4.250	126.51

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	135.78	135.77
PP	135.52	135.49
S1	135.25	135.21

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

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