SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	140.22	140.05	-0.17	-0.1%	137.56
High	141.28	140.61	-0.67	-0.5%	140.78
Low	140.11	139.64	-0.47	-0.3%	137.09
Close	140.85	140.44	-0.41	-0.3%	140.30
Range	1.17	0.97	-0.20	-17.1%	3.69
ATR	1.24	1.24	0.00	-0.2%	0.00
Volume	125,236,734	121,661,891	-3,574,843	-2.9%	750,784,118

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.14	142.76	140.97
R3	142.17	141.79	140.71
R2	141.20	141.20	140.62
R1	140.82	140.82	140.53	141.01
PP	140.23	140.23	140.23	140.33
S1	139.85	139.85	140.35	140.04
S2	139.26	139.26	140.26
S3	138.29	138.88	140.17
S4	137.32	137.91	139.91

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.46	149.07	142.33
R3	146.77	145.38	141.31
R2	143.08	143.08	140.98
R1	141.69	141.69	140.64	142.39
PP	139.39	139.39	139.39	139.74
S1	138.00	138.00	139.96	138.70
S2	135.70	135.70	139.62
S3	132.01	134.31	139.29
S4	128.32	130.62	138.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.28	139.48	1.80	1.3%	0.92	0.7%	53%	False	False	141,969,353
10	141.28	134.93	6.35	4.5%	1.02	0.7%	87%	False	False	138,091,704
20	141.28	134.36	6.92	4.9%	1.04	0.7%	88%	False	False	140,835,181
40	141.28	130.06	11.22	8.0%	1.09	0.8%	93%	False	False	145,139,933
60	141.28	124.23	17.05	12.1%	1.11	0.8%	95%	False	False	139,924,272
80	141.28	116.20	25.08	17.9%	1.36	1.0%	97%	False	False	158,243,779
100	141.28	116.20	25.08	17.9%	1.54	1.1%	97%	False	False	177,376,956
120	141.28	107.43	33.85	24.1%	1.72	1.2%	98%	False	False	193,267,019

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.73
2.618	143.15
1.618	142.18
1.000	141.58
0.618	141.21
HIGH	140.61
0.618	140.24
0.500	140.13
0.382	140.01
LOW	139.64
0.618	139.04
1.000	138.67
1.618	138.07
2.618	137.10
4.250	135.52

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	140.34	140.46
PP	140.23	140.45
S1	140.13	140.45

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

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