SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2012

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	139.18	139.32	0.14	0.1%	140.22
High	139.55	139.81	0.26	0.2%	141.28
Low	138.74	138.55	-0.19	-0.1%	138.55
Close	139.20	139.65	0.45	0.3%	139.65
Range	0.81	1.26	0.45	55.6%	2.73
ATR	1.22	1.22	0.00	0.2%	0.00
Volume	135,136,734	120,483,133	-14,653,601	-10.8%	624,858,898

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.12	142.64	140.34
R3	141.86	141.38	140.00
R2	140.60	140.60	139.88
R1	140.12	140.12	139.77	140.36
PP	139.34	139.34	139.34	139.46
S1	138.86	138.86	139.53	139.10
S2	138.08	138.08	139.42
S3	136.82	137.60	139.30
S4	135.56	136.34	138.96

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.02	146.56	141.15
R3	145.29	143.83	140.40
R2	142.56	142.56	140.15
R1	141.10	141.10	139.90	140.47
PP	139.83	139.83	139.83	139.51
S1	138.37	138.37	139.40	137.74
S2	137.10	137.10	139.15
S3	134.37	135.64	138.90
S4	131.64	132.91	138.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.28	138.55	2.73	2.0%	0.99	0.7%	40%	False	True	124,971,779
10	141.28	137.09	4.19	3.0%	1.01	0.7%	61%	False	False	137,564,301
20	141.28	134.36	6.92	5.0%	1.05	0.8%	76%	False	False	141,372,372
40	141.28	130.06	11.22	8.0%	1.04	0.7%	85%	False	False	142,441,998
60	141.28	124.73	16.55	11.9%	1.11	0.8%	90%	False	False	141,271,097
80	141.28	119.61	21.67	15.5%	1.32	0.9%	92%	False	False	156,291,942
100	141.28	116.20	25.08	18.0%	1.48	1.1%	94%	False	False	172,112,125
120	141.28	107.43	33.85	24.2%	1.66	1.2%	95%	False	False	189,141,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	145.17
2.618	143.11
1.618	141.85
1.000	141.07
0.618	140.59
HIGH	139.81
0.618	139.33
0.500	139.18
0.382	139.03
LOW	138.55
0.618	137.77
1.000	137.29
1.618	136.51
2.618	135.25
4.250	133.20

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	139.49	139.63
PP	139.34	139.62
S1	139.18	139.60

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

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