SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	140.65	141.74	1.09	0.8%	140.22
High	141.61	141.83	0.22	0.2%	141.28
Low	140.60	141.08	0.48	0.3%	138.55
Close	141.61	141.17	-0.44	-0.3%	139.65
Range	1.01	0.75	-0.26	-25.7%	2.73
ATR	1.28	1.24	-0.04	-2.9%	0.00
Volume	119,858,938	119,647,414	-211,524	-0.2%	624,858,898

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.61	143.14	141.58
R3	142.86	142.39	141.38
R2	142.11	142.11	141.31
R1	141.64	141.64	141.24	141.50
PP	141.36	141.36	141.36	141.29
S1	140.89	140.89	141.10	140.75
S2	140.61	140.61	141.03
S3	139.86	140.14	140.96
S4	139.11	139.39	140.76

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	141.83	138.55	3.28	2.3%	0.91	0.6%	80%	True	False	123,493,325
10	141.83	138.55	3.28	2.3%	0.92	0.6%	80%	True	False	132,731,339
20	141.83	134.36	7.47	5.3%	1.01	0.7%	91%	True	False	139,602,637
40	141.83	130.68	11.15	7.9%	1.02	0.7%	94%	True	False	141,376,743
60	141.83	125.50	16.33	11.6%	1.08	0.8%	96%	True	False	141,222,383
80	141.83	120.03	21.80	15.4%	1.26	0.9%	97%	True	False	152,755,636
100	141.83	116.20	25.63	18.2%	1.44	1.0%	97%	True	False	168,072,433
120	141.83	111.58	30.25	21.4%	1.60	1.1%	98%	True	False	184,275,089

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145.02
2.618	143.79
1.618	143.04
1.000	142.58
0.618	142.29
HIGH	141.83
0.618	141.54
0.500	141.46
0.382	141.37
LOW	141.08
0.618	140.62
1.000	140.33
1.618	139.87
2.618	139.12
4.250	137.89

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	141.46	140.84
PP	141.36	140.52
S1	141.27	140.19

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

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