SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	137.21	137.76	0.55	0.4%	136.73
High	137.72	138.19	0.47	0.3%	137.20
Low	136.93	136.54	-0.39	-0.3%	135.50
Close	137.56	137.02	-0.54	-0.4%	136.93
Range	0.79	1.65	0.86	108.9%	1.70
ATR	1.24	1.27	0.03	2.3%	0.00
Volume	129,274,109	185,768,484	56,494,375	43.7%	501,173,328

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.20	141.26	137.93
R3	140.55	139.61	137.47
R2	138.90	138.90	137.32
R1	137.96	137.96	137.17	137.61
PP	137.25	137.25	137.25	137.07
S1	136.31	136.31	136.87	135.96
S2	135.60	135.60	136.72
S3	133.95	134.66	136.57
S4	132.30	133.01	136.11

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.64	140.99	137.87
R3	139.94	139.29	137.40
R2	138.24	138.24	137.24
R1	137.59	137.59	137.09	137.92
PP	136.54	136.54	136.54	136.71
S1	135.89	135.89	136.77	136.22
S2	134.84	134.84	136.62
S3	133.14	134.19	136.46
S4	131.44	132.49	136.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.19	135.50	2.69	2.0%	1.19	0.9%	57%	True	False	140,755,295
10	138.19	134.29	3.90	2.8%	1.18	0.9%	70%	True	False	147,264,825
20	138.19	132.13	6.06	4.4%	1.04	0.8%	81%	True	False	144,582,855
40	138.19	126.43	11.76	8.6%	1.14	0.8%	90%	True	False	144,290,692
60	138.19	120.03	18.16	13.3%	1.35	1.0%	94%	True	False	157,291,875
80	138.19	116.20	21.99	16.0%	1.55	1.1%	95%	True	False	174,448,734
100	138.19	113.51	24.68	18.0%	1.70	1.2%	95%	True	False	192,227,767
120	138.19	107.43	30.76	22.4%	1.92	1.4%	96%	True	False	212,581,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.20
2.618	142.51
1.618	140.86
1.000	139.84
0.618	139.21
HIGH	138.19
0.618	137.56
0.500	137.37
0.382	137.17
LOW	136.54
0.618	135.52
1.000	134.89
1.618	133.87
2.618	132.22
4.250	129.53

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	137.37	137.01
PP	137.25	137.00
S1	137.14	137.00

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

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