SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	136.52	136.73	0.21	0.2%	135.32
High	136.63	137.05	0.42	0.3%	136.63
Low	135.96	136.05	0.09	0.1%	134.25
Close	136.41	136.47	0.06	0.0%	136.41
Range	0.67	1.00	0.33	49.3%	2.38
ATR	1.37	1.34	-0.03	-1.9%	0.00
Volume	129,766,469	133,956,875	4,190,406	3.2%	792,398,243

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.52	139.00	137.02
R3	138.52	138.00	136.75
R2	137.52	137.52	136.65
R1	137.00	137.00	136.56	136.76
PP	136.52	136.52	136.52	136.41
S1	136.00	136.00	136.38	135.76
S2	135.52	135.52	136.29
S3	134.52	135.00	136.20
S4	133.52	134.00	135.92

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	137.05	134.25	2.80	2.1%	1.21	0.9%	79%	True	False	162,140,287
10	137.05	133.64	3.41	2.5%	1.08	0.8%	83%	True	False	151,677,997
20	137.05	130.06	6.99	5.1%	1.15	0.8%	92%	True	False	149,444,684
40	137.05	124.23	12.82	9.4%	1.15	0.8%	95%	True	False	139,468,818
60	137.05	116.20	20.85	15.3%	1.46	1.1%	97%	True	False	164,046,645
80	137.05	116.20	20.85	15.3%	1.66	1.2%	97%	True	False	186,512,400
100	137.05	107.43	29.62	21.7%	1.85	1.4%	98%	True	False	203,753,386
120	137.05	107.43	29.62	21.7%	2.00	1.5%	98%	True	False	218,575,535

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.30
2.618	139.67
1.618	138.67
1.000	138.05
0.618	137.67
HIGH	137.05
0.618	136.67
0.500	136.55
0.382	136.43
LOW	136.05
0.618	135.43
1.000	135.05
1.618	134.43
2.618	133.43
4.250	131.80

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	136.55	136.21
PP	136.52	135.95
S1	136.50	135.69

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

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