SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	137.76	137.31	-0.45	-0.3%	136.73
High	138.19	137.99	-0.20	-0.1%	137.20
Low	136.54	136.93	0.39	0.3%	135.50
Close	137.02	137.73	0.71	0.5%	136.93
Range	1.65	1.06	-0.59	-35.8%	1.70
ATR	1.27	1.26	-0.02	-1.2%	0.00
Volume	185,768,484	144,815,672	-40,952,812	-22.0%	501,173,328

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.73	140.29	138.31
R3	139.67	139.23	138.02
R2	138.61	138.61	137.92
R1	138.17	138.17	137.83	138.39
PP	137.55	137.55	137.55	137.66
S1	137.11	137.11	137.63	137.33
S2	136.49	136.49	137.54
S3	135.43	136.05	137.44
S4	134.37	134.99	137.15

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	135.80	2.39	1.7%	1.16	0.8%	81%	False	False	142,196,645
10	138.19	134.33	3.86	2.8%	1.13	0.8%	88%	False	False	142,285,107
20	138.19	132.21	5.98	4.3%	1.05	0.8%	92%	False	False	143,532,855
40	138.19	126.43	11.76	8.5%	1.14	0.8%	96%	False	False	143,072,293
60	138.19	120.03	18.16	13.2%	1.34	1.0%	97%	False	False	156,020,975
80	138.19	116.20	21.99	16.0%	1.53	1.1%	98%	False	False	172,677,500
100	138.19	115.06	23.13	16.8%	1.68	1.2%	98%	False	False	191,099,143
120	138.19	107.43	30.76	22.3%	1.91	1.4%	99%	False	False	211,705,301

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.50
2.618	140.77
1.618	139.71
1.000	139.05
0.618	138.65
HIGH	137.99
0.618	137.59
0.500	137.46
0.382	137.33
LOW	136.93
0.618	136.27
1.000	135.87
1.618	135.21
2.618	134.15
4.250	132.43

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	137.64	137.61
PP	137.55	137.49
S1	137.46	137.37

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

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