SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	134.58	136.52	1.94	1.4%	135.32
High	136.17	136.63	0.46	0.3%	136.63
Low	134.33	135.96	1.63	1.2%	134.25
Close	136.05	136.41	0.36	0.3%	136.41
Range	1.84	0.67	-1.17	-63.6%	2.38
ATR	1.42	1.37	-0.05	-3.8%	0.00
Volume	186,426,078	129,766,469	-56,659,609	-30.4%	792,398,243

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.34	138.05	136.78
R3	137.67	137.38	136.59
R2	137.00	137.00	136.53
R1	136.71	136.71	136.47	136.52
PP	136.33	136.33	136.33	136.24
S1	136.04	136.04	136.35	135.85
S2	135.66	135.66	136.29
S3	134.99	135.37	136.23
S4	134.32	134.70	136.04

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.90	142.04	137.72
R3	140.52	139.66	137.06
R2	138.14	138.14	136.85
R1	137.28	137.28	136.63	137.71
PP	135.76	135.76	135.76	135.98
S1	134.90	134.90	136.19	135.33
S2	133.38	133.38	135.97
S3	131.00	132.52	135.76
S4	128.62	130.14	135.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.63	134.25	2.38	1.7%	1.17	0.9%	91%	True	False	158,479,648
10	136.63	133.64	2.99	2.2%	1.05	0.8%	93%	True	False	149,044,068
20	136.63	130.06	6.57	4.8%	1.16	0.9%	97%	True	False	149,207,571
40	136.63	122.75	13.88	10.2%	1.16	0.9%	98%	True	False	140,973,651
60	136.63	116.20	20.43	15.0%	1.47	1.1%	99%	True	False	165,416,266
80	136.63	116.20	20.43	15.0%	1.68	1.2%	99%	True	False	188,193,477
100	136.63	107.43	29.20	21.4%	1.87	1.4%	99%	True	False	205,528,555
120	136.63	107.43	29.20	21.4%	2.02	1.5%	99%	True	False	219,009,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	139.48
2.618	138.38
1.618	137.71
1.000	137.30
0.618	137.04
HIGH	136.63
0.618	136.37
0.500	136.30
0.382	136.22
LOW	135.96
0.618	135.55
1.000	135.29
1.618	134.88
2.618	134.21
4.250	133.11

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	136.37	136.09
PP	136.33	135.78
S1	136.30	135.46

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

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