SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	137.64	137.10	-0.54	-0.4%	136.03
High	137.82	137.20	-0.62	-0.4%	138.19
Low	137.00	136.28	-0.72	-0.5%	135.80
Close	137.31	136.75	-0.56	-0.4%	137.31
Range	0.82	0.92	0.10	12.2%	2.39
ATR	1.23	1.21	-0.01	-1.1%	0.00
Volume	120,567,070	140,589,172	20,022,102	16.6%	726,052,273

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.50	139.05	137.26
R3	138.58	138.13	137.00
R2	137.66	137.66	136.92
R1	137.21	137.21	136.83	136.98
PP	136.74	136.74	136.74	136.63
S1	136.29	136.29	136.67	136.06
S2	135.82	135.82	136.58
S3	134.90	135.37	136.50
S4	133.98	134.45	136.24

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	136.28	1.91	1.4%	1.05	0.8%	25%	False	True	144,202,901
10	138.19	135.50	2.69	2.0%	1.05	0.8%	46%	False	False	136,781,477
20	138.19	133.64	4.55	3.3%	1.05	0.8%	68%	False	False	142,912,773
40	138.19	127.29	10.90	8.0%	1.11	0.8%	87%	False	False	142,086,590
60	138.19	120.03	18.16	13.3%	1.32	1.0%	92%	False	False	153,655,073
80	138.19	116.20	21.99	16.1%	1.50	1.1%	93%	False	False	170,374,490
100	138.19	116.20	21.99	16.1%	1.66	1.2%	93%	False	False	188,281,420
120	138.19	107.43	30.76	22.5%	1.87	1.4%	95%	False	False	208,167,946

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

Fibonacci Retracements and Extensions
4.250	141.11
2.618	139.61
1.618	138.69
1.000	138.12
0.618	137.77
HIGH	137.20
0.618	136.85
0.500	136.74
0.382	136.63
LOW	136.28
0.618	135.71
1.000	135.36
1.618	134.79
2.618	133.87
4.250	132.37

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	136.75	137.14
PP	136.74	137.01
S1	136.74	136.88

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

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