SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	139.32	140.65	1.33	1.0%	140.22
High	139.81	141.61	1.80	1.3%	141.28
Low	138.55	140.60	2.05	1.5%	138.55
Close	139.65	141.61	1.96	1.4%	139.65
Range	1.26	1.01	-0.25	-19.8%	2.73
ATR	1.22	1.28	0.05	4.3%	0.00
Volume	120,483,133	119,858,938	-624,195	-0.5%	624,858,898

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.30	143.97	142.17
R3	143.29	142.96	141.89
R2	142.28	142.28	141.80
R1	141.95	141.95	141.70	142.12
PP	141.27	141.27	141.27	141.36
S1	140.94	140.94	141.52	141.11
S2	140.26	140.26	141.42
S3	139.25	139.93	141.33
S4	138.24	138.92	141.05

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	141.61	138.55	3.06	2.2%	0.96	0.7%	100%	True	False	123,896,220
10	141.61	138.09	3.52	2.5%	1.05	0.7%	100%	True	False	139,160,091
20	141.61	134.36	7.25	5.1%	1.02	0.7%	100%	True	False	140,083,972
40	141.61	130.06	11.55	8.2%	1.04	0.7%	100%	True	False	142,057,985
60	141.61	124.86	16.75	11.8%	1.09	0.8%	100%	True	False	141,285,396
80	141.61	120.00	21.61	15.3%	1.32	0.9%	100%	True	False	155,302,714
100	141.61	116.20	25.41	17.9%	1.46	1.0%	100%	True	False	171,031,966
120	141.61	107.43	34.18	24.1%	1.64	1.2%	100%	True	False	187,101,107

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.90
2.618	144.25
1.618	143.24
1.000	142.62
0.618	142.23
HIGH	141.61
0.618	141.22
0.500	141.11
0.382	140.99
LOW	140.60
0.618	139.98
1.000	139.59
1.618	138.97
2.618	137.96
4.250	136.31

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	141.44	141.10
PP	141.27	140.59
S1	141.11	140.08

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

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