SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	137.31	137.64	0.33	0.2%	136.03
High	137.99	137.82	-0.17	-0.1%	138.19
Low	136.93	137.00	0.07	0.1%	135.80
Close	137.73	137.31	-0.42	-0.3%	137.31
Range	1.06	0.82	-0.24	-22.6%	2.39
ATR	1.26	1.23	-0.03	-2.5%	0.00
Volume	144,815,672	120,567,070	-24,248,602	-16.7%	726,052,273

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.84	139.39	137.76
R3	139.02	138.57	137.54
R2	138.20	138.20	137.46
R1	137.75	137.75	137.39	137.57
PP	137.38	137.38	137.38	137.28
S1	136.93	136.93	137.23	136.75
S2	136.56	136.56	137.16
S3	135.74	136.11	137.08
S4	134.92	135.29	136.86

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.27	143.18	138.62
R3	141.88	140.79	137.97
R2	139.49	139.49	137.75
R1	138.40	138.40	137.53	138.95
PP	137.10	137.10	137.10	137.37
S1	136.01	136.01	137.09	136.56
S2	134.71	134.71	136.87
S3	132.32	133.62	136.65
S4	129.93	131.23	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%	1.21	0.9%	63%	False	False	145,210,454
10	138.19	135.50	2.69	2.0%	1.03	0.7%	67%	False	False	135,699,207
20	138.19	133.64	4.55	3.3%	1.05	0.8%	81%	False	False	143,911,972
40	138.19	126.43	11.76	8.6%	1.13	0.8%	93%	False	False	142,913,317
60	138.19	120.03	18.16	13.2%	1.33	1.0%	95%	False	False	154,282,390
80	138.19	116.20	21.99	16.0%	1.52	1.1%	96%	False	False	171,069,461
100	138.19	116.20	21.99	16.0%	1.67	1.2%	96%	False	False	189,178,819
120	138.19	107.43	30.76	22.4%	1.88	1.4%	97%	False	False	209,542,544

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 3 trading days

Fibonacci Retracements and Extensions
4.250	141.31
2.618	139.97
1.618	139.15
1.000	138.64
0.618	138.33
HIGH	137.82
0.618	137.51
0.500	137.41
0.382	137.31
LOW	137.00
0.618	136.49
1.000	136.18
1.618	135.67
2.618	134.85
4.250	133.52

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	137.41	137.37
PP	137.38	137.35
S1	137.34	137.33

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

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