SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	136.52	137.31	0.79	0.6%	137.10
High	137.32	137.93	0.61	0.4%	137.93
Low	136.24	137.13	0.89	0.7%	134.36
Close	137.04	137.57	0.53	0.4%	137.57
Range	1.08	0.80	-0.28	-25.9%	3.57
ATR	1.31	1.28	-0.03	-2.3%	0.00
Volume	116,787,930	122,823,109	6,035,179	5.2%	725,752,165

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.94	139.56	138.01
R3	139.14	138.76	137.79
R2	138.34	138.34	137.72
R1	137.96	137.96	137.64	138.15
PP	137.54	137.54	137.54	137.64
S1	137.16	137.16	137.50	137.35
S2	136.74	136.74	137.42
S3	135.94	136.36	137.35
S4	135.14	135.56	137.13

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.33	146.02	139.53
R3	143.76	142.45	138.55
R2	140.19	140.19	138.22
R1	138.88	138.88	137.90	139.54
PP	136.62	136.62	136.62	136.95
S1	135.31	135.31	137.24	135.97
S2	133.05	133.05	136.92
S3	129.48	131.74	136.59
S4	125.91	128.17	135.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.93	134.36	3.57	2.6%	0.97	0.7%	90%	True	False	145,150,433
10	138.19	134.36	3.83	2.8%	1.09	0.8%	84%	False	False	145,180,443
20	138.19	133.84	4.35	3.2%	1.05	0.8%	86%	False	False	145,658,257
40	138.19	127.72	10.47	7.6%	1.13	0.8%	94%	False	False	144,874,646
60	138.19	120.03	18.16	13.2%	1.24	0.9%	97%	False	False	148,369,617
80	138.19	116.20	21.99	16.0%	1.45	1.1%	97%	False	False	165,398,308
100	138.19	116.20	21.99	16.0%	1.63	1.2%	97%	False	False	184,994,463
120	138.19	107.43	30.76	22.4%	1.82	1.3%	98%	False	False	203,025,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.23
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	141.33
2.618	140.02
1.618	139.22
1.000	138.73
0.618	138.42
HIGH	137.93
0.618	137.62
0.500	137.53
0.382	137.44
LOW	137.13
0.618	136.64
1.000	136.33
1.618	135.84
2.618	135.04
4.250	133.73

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	137.56	137.19
PP	137.54	136.81
S1	137.53	136.43

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

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