SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	136.73	136.25	-0.48	-0.4%	135.32
High	137.05	136.55	-0.50	-0.4%	136.63
Low	136.05	135.79	-0.26	-0.2%	134.25
Close	136.47	136.03	-0.44	-0.3%	136.41
Range	1.00	0.76	-0.24	-24.0%	2.38
ATR	1.34	1.30	-0.04	-3.1%	0.00
Volume	133,956,875	124,109,508	-9,847,367	-7.4%	792,398,243

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.40	137.98	136.45
R3	137.64	137.22	136.24
R2	136.88	136.88	136.17
R1	136.46	136.46	136.10	136.29
PP	136.12	136.12	136.12	136.04
S1	135.70	135.70	135.96	135.53
S2	135.36	135.36	135.89
S3	134.60	134.94	135.82
S4	133.84	134.18	135.61

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	134.29	2.76	2.0%	1.16	0.9%	63%	False	False	153,774,354
10	137.05	133.84	3.21	2.4%	1.02	0.7%	68%	False	False	150,548,768
20	137.05	130.06	6.99	5.1%	1.14	0.8%	85%	False	False	150,506,787
40	137.05	124.73	12.32	9.1%	1.13	0.8%	92%	False	False	139,592,393
60	137.05	116.20	20.85	15.3%	1.43	1.1%	95%	False	False	162,376,298
80	137.05	116.20	20.85	15.3%	1.64	1.2%	95%	False	False	184,452,664
100	137.05	107.43	29.62	21.8%	1.83	1.3%	97%	False	False	202,129,133
120	137.05	107.43	29.62	21.8%	1.98	1.5%	97%	False	False	217,601,337

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.78
2.618	138.54
1.618	137.78
1.000	137.31
0.618	137.02
HIGH	136.55
0.618	136.26
0.500	136.17
0.382	136.08
LOW	135.79
0.618	135.32
1.000	135.03
1.618	134.56
2.618	133.80
4.250	132.56

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	136.17	136.42
PP	136.12	136.29
S1	136.08	136.16

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

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