SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	140.10	140.13	0.03	0.0%	137.10
High	140.45	140.78	0.33	0.2%	137.93
Low	139.48	139.76	0.28	0.2%	134.36
Close	139.91	140.72	0.81	0.6%	137.57
Range	0.97	1.02	0.05	5.2%	3.57
ATR	1.31	1.29	-0.02	-1.6%	0.00
Volume	145,111,750	164,958,297	19,846,547	13.7%	725,752,165

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.48	143.12	141.28
R3	142.46	142.10	141.00
R2	141.44	141.44	140.91
R1	141.08	141.08	140.81	141.26
PP	140.42	140.42	140.42	140.51
S1	140.06	140.06	140.63	140.24
S2	139.40	139.40	140.53
S3	138.38	139.04	140.44
S4	137.36	138.02	140.16

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	140.78	137.09	3.69	2.6%	1.10	0.8%	98%	True	False	144,145,826
10	140.78	134.36	6.42	4.6%	1.04	0.7%	99%	True	False	144,422,525
20	140.78	134.33	6.45	4.6%	1.08	0.8%	99%	True	False	143,353,816
40	140.78	130.06	10.72	7.6%	1.11	0.8%	99%	True	False	144,984,707
60	140.78	120.03	20.75	14.7%	1.19	0.8%	100%	True	False	143,299,935
80	140.78	116.20	24.58	17.5%	1.38	1.0%	100%	True	False	161,504,043
100	140.78	116.20	24.58	17.5%	1.56	1.1%	100%	True	False	180,881,042
120	140.78	107.43	33.35	23.7%	1.77	1.3%	100%	True	False	197,261,452

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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.12
2.618	143.45
1.618	142.43
1.000	141.80
0.618	141.41
HIGH	140.78
0.618	140.39
0.500	140.27
0.382	140.15
LOW	139.76
0.618	139.13
1.000	138.74
1.618	138.11
2.618	137.09
4.250	135.43

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	140.57	140.29
PP	140.42	139.86
S1	140.27	139.44

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

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