SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	137.56	138.32	0.76	0.6%	137.10
High	137.76	140.13	2.37	1.7%	137.93
Low	137.09	138.09	1.00	0.7%	134.36
Close	137.58	140.06	2.48	1.8%	137.57
Range	0.67	2.04	1.37	204.5%	3.57
ATR	1.24	1.33	0.09	7.6%	0.00
Volume	103,901,039	183,934,938	80,033,899	77.0%	725,752,165

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.55	144.84	141.18
R3	143.51	142.80	140.62
R2	141.47	141.47	140.43
R1	140.76	140.76	140.25	141.12
PP	139.43	139.43	139.43	139.60
S1	138.72	138.72	139.87	139.08
S2	137.39	137.39	139.69
S3	135.35	136.68	139.50
S4	133.31	134.64	138.94

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	140.13	134.93	5.20	3.7%	1.11	0.8%	99%	True	False	134,214,056
10	140.13	134.36	5.77	4.1%	1.11	0.8%	99%	True	False	146,473,936
20	140.13	134.25	5.88	4.2%	1.11	0.8%	99%	True	False	145,877,915
40	140.13	128.90	11.23	8.0%	1.14	0.8%	99%	True	False	144,609,802
60	140.13	120.03	20.10	14.4%	1.21	0.9%	100%	True	False	145,120,696
80	140.13	116.20	23.93	17.1%	1.42	1.0%	100%	True	False	164,702,863
100	140.13	116.20	23.93	17.1%	1.59	1.1%	100%	True	False	182,665,248
120	140.13	107.43	32.70	23.3%	1.81	1.3%	100%	True	False	201,592,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	148.80
2.618	145.47
1.618	143.43
1.000	142.17
0.618	141.39
HIGH	140.13
0.618	139.35
0.500	139.11
0.382	138.87
LOW	138.09
0.618	136.83
1.000	136.05
1.618	134.79
2.618	132.75
4.250	129.42

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	139.74	139.58
PP	139.43	139.09
S1	139.11	138.61

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

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