SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	137.10	135.36	-1.74	-1.3%	136.03
High	137.20	135.43	-1.77	-1.3%	138.19
Low	136.28	134.36	-1.92	-1.4%	135.80
Close	136.75	134.75	-2.00	-1.5%	137.31
Range	0.92	1.07	0.15	16.3%	2.39
ATR	1.21	1.30	0.08	6.9%	0.00
Volume	140,589,172	201,928,688	61,339,516	43.6%	726,052,273

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.06	137.47	135.34
R3	136.99	136.40	135.04
R2	135.92	135.92	134.95
R1	135.33	135.33	134.85	135.09
PP	134.85	134.85	134.85	134.73
S1	134.26	134.26	134.65	134.02
S2	133.78	133.78	134.55
S3	132.71	133.19	134.46
S4	131.64	132.12	134.16

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	134.36	3.83	2.8%	1.10	0.8%	10%	False	True	158,733,817
10	138.19	134.36	3.83	2.8%	1.06	0.8%	10%	False	True	143,578,658
20	138.19	133.64	4.55	3.4%	1.07	0.8%	24%	False	False	147,628,328
40	138.19	127.41	10.78	8.0%	1.12	0.8%	68%	False	False	143,435,822
60	138.19	120.03	18.16	13.5%	1.30	1.0%	81%	False	False	153,066,307
80	138.19	116.20	21.99	16.3%	1.49	1.1%	84%	False	False	170,094,410
100	138.19	116.20	21.99	16.3%	1.65	1.2%	84%	False	False	188,211,062
120	138.19	107.43	30.76	22.8%	1.86	1.4%	89%	False	False	207,581,083

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139.98
2.618	138.23
1.618	137.16
1.000	136.50
0.618	136.09
HIGH	135.43
0.618	135.02
0.500	134.90
0.382	134.77
LOW	134.36
0.618	133.70
1.000	133.29
1.618	132.63
2.618	131.56
4.250	129.81

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	134.90	136.09
PP	134.85	135.64
S1	134.80	135.20

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

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