SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	140.51	139.18	-1.33	-0.9%	137.56
High	140.65	139.55	-1.10	-0.8%	140.78
Low	139.92	138.74	-1.18	-0.8%	137.09
Close	140.21	139.20	-1.01	-0.7%	140.30
Range	0.73	0.81	0.08	11.0%	3.69
ATR	1.20	1.22	0.02	1.6%	0.00
Volume	122,340,406	135,136,734	12,796,328	10.5%	750,784,118

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.59	141.21	139.65
R3	140.78	140.40	139.42
R2	139.97	139.97	139.35
R1	139.59	139.59	139.27	139.78
PP	139.16	139.16	139.16	139.26
S1	138.78	138.78	139.13	138.97
S2	138.35	138.35	139.05
S3	137.54	137.97	138.98
S4	136.73	137.16	138.75

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	138.74	2.54	1.8%	0.83	0.6%	18%	False	True	131,450,771
10	141.28	137.09	4.19	3.0%	0.97	0.7%	50%	False	False	137,798,299
20	141.28	134.36	6.92	5.0%	1.02	0.7%	70%	False	False	140,623,117
40	141.28	130.06	11.22	8.1%	1.06	0.8%	81%	False	False	144,044,560
60	141.28	124.73	16.55	11.9%	1.10	0.8%	87%	False	False	140,693,570
80	141.28	118.82	22.46	16.1%	1.32	1.0%	91%	False	False	157,413,652
100	141.28	116.20	25.08	18.0%	1.48	1.1%	92%	False	False	173,164,221
120	141.28	107.43	33.85	24.3%	1.67	1.2%	94%	False	False	190,541,584

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.99
2.618	141.67
1.618	140.86
1.000	140.36
0.618	140.05
HIGH	139.55
0.618	139.24
0.500	139.15
0.382	139.05
LOW	138.74
0.618	138.24
1.000	137.93
1.618	137.43
2.618	136.62
4.250	135.30

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	139.18	139.70
PP	139.16	139.53
S1	139.15	139.37

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

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