SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2012

Day Change Summary
	Previous	Current
	27-Mar-2012	28-Mar-2012	Change	Change %	Previous Week
Open	141.74	141.10	-0.64	-0.5%	140.22
High	141.83	141.32	-0.51	-0.4%	141.28
Low	141.08	139.64	-1.44	-1.0%	138.55
Close	141.17	140.47	-0.70	-0.5%	139.65
Range	0.75	1.68	0.93	124.0%	2.73
ATR	1.24	1.27	0.03	2.5%	0.00
Volume	119,647,414	148,498,750	28,851,336	24.1%	624,858,898

Daily Pivots for day following 28-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.52	144.67	141.39
R3	143.84	142.99	140.93
R2	142.16	142.16	140.78
R1	141.31	141.31	140.62	140.90
PP	140.48	140.48	140.48	140.27
S1	139.63	139.63	140.32	139.22
S2	138.80	138.80	140.16
S3	137.12	137.95	140.01
S4	135.44	136.27	139.55

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%	1.10	0.8%	59%	False	False	128,724,993
10	141.83	138.55	3.28	2.3%	0.99	0.7%	59%	False	False	133,070,039
20	141.83	134.36	7.47	5.3%	1.01	0.7%	82%	False	False	137,739,151
40	141.83	132.13	9.70	6.9%	1.03	0.7%	86%	False	False	141,161,003
60	141.83	126.43	15.40	11.0%	1.10	0.8%	91%	False	False	142,106,845
80	141.83	120.03	21.80	15.5%	1.27	0.9%	94%	False	False	152,403,694
100	141.83	116.20	25.63	18.2%	1.44	1.0%	95%	False	False	167,106,817
120	141.83	113.51	28.32	20.2%	1.59	1.1%	95%	False	False	183,146,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	148.46
2.618	145.72
1.618	144.04
1.000	143.00
0.618	142.36
HIGH	141.32
0.618	140.68
0.500	140.48
0.382	140.28
LOW	139.64
0.618	138.60
1.000	137.96
1.618	136.92
2.618	135.24
4.250	132.50

Fisher Pivots for day following 28-Mar-2012
Pivot	1 day	3 day
R1	140.48	140.74
PP	140.48	140.65
S1	140.47	140.56

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

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