SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	135.06	136.52	1.46	1.1%	136.03
High	135.91	137.32	1.41	1.0%	138.19
Low	134.93	136.24	1.31	1.0%	135.80
Close	135.69	137.04	1.35	1.0%	137.31
Range	0.98	1.08	0.10	10.2%	2.39
ATR	1.29	1.31	0.02	1.9%	0.00
Volume	143,623,266	116,787,930	-26,835,336	-18.7%	726,052,273

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.11	139.65	137.63
R3	139.03	138.57	137.34
R2	137.95	137.95	137.24
R1	137.49	137.49	137.14	137.72
PP	136.87	136.87	136.87	136.98
S1	136.41	136.41	136.94	136.64
S2	135.79	135.79	136.84
S3	134.71	135.33	136.74
S4	133.63	134.25	136.45

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	137.82	134.36	3.46	2.5%	0.97	0.7%	77%	False	False	144,699,225
10	138.19	134.36	3.83	2.8%	1.07	0.8%	70%	False	False	143,447,935
20	138.19	133.84	4.35	3.2%	1.06	0.8%	74%	False	False	146,937,520
40	138.19	127.72	10.47	7.6%	1.13	0.8%	89%	False	False	144,585,819
60	138.19	120.03	18.16	13.3%	1.26	0.9%	94%	False	False	149,913,207
80	138.19	116.20	21.99	16.0%	1.45	1.1%	95%	False	False	166,236,677
100	138.19	116.20	21.99	16.0%	1.64	1.2%	95%	False	False	185,879,295
120	138.19	107.43	30.76	22.4%	1.83	1.3%	96%	False	False	204,369,240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	141.91
2.618	140.15
1.618	139.07
1.000	138.40
0.618	137.99
HIGH	137.32
0.618	136.91
0.500	136.78
0.382	136.65
LOW	136.24
0.618	135.57
1.000	135.16
1.618	134.49
2.618	133.41
4.250	131.65

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	136.95	136.64
PP	136.87	136.24
S1	136.78	135.84

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

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