SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	136.25	135.97	-0.28	-0.2%	135.32
High	136.55	136.73	0.18	0.1%	136.63
Low	135.79	135.50	-0.29	-0.2%	134.25
Close	136.03	136.63	0.60	0.4%	136.41
Range	0.76	1.23	0.47	61.8%	2.38
ATR	1.30	1.30	-0.01	-0.4%	0.00
Volume	124,109,508	137,608,922	13,499,414	10.9%	792,398,243

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.98	139.53	137.31
R3	138.75	138.30	136.97
R2	137.52	137.52	136.86
R1	137.07	137.07	136.74	137.30
PP	136.29	136.29	136.29	136.40
S1	135.84	135.84	136.52	136.07
S2	135.06	135.06	136.40
S3	133.83	134.61	136.29
S4	132.60	133.38	135.95

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	134.33	2.72	2.0%	1.10	0.8%	85%	False	False	142,373,570
10	137.05	133.84	3.21	2.3%	1.05	0.8%	87%	False	False	150,427,106
20	137.05	130.06	6.99	5.1%	1.10	0.8%	94%	False	False	147,466,003
40	137.05	124.73	12.32	9.0%	1.14	0.8%	97%	False	False	140,728,796
60	137.05	118.82	18.23	13.3%	1.43	1.0%	98%	False	False	163,010,497
80	137.05	116.20	20.85	15.3%	1.59	1.2%	98%	False	False	181,299,497
100	137.05	107.43	29.62	21.7%	1.80	1.3%	99%	False	False	200,525,278
120	137.05	107.43	29.62	21.7%	1.97	1.4%	99%	False	False	216,233,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141.96
2.618	139.95
1.618	138.72
1.000	137.96
0.618	137.49
HIGH	136.73
0.618	136.26
0.500	136.12
0.382	135.97
LOW	135.50
0.618	134.74
1.000	134.27
1.618	133.51
2.618	132.28
4.250	130.27

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	136.46	136.51
PP	136.29	136.39
S1	136.12	136.28

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

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