SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	141.10	139.63	-1.47	-1.0%	140.22
High	141.32	140.49	-0.83	-0.6%	141.28
Low	139.64	139.09	-0.55	-0.4%	138.55
Close	140.47	140.23	-0.24	-0.2%	139.65
Range	1.68	1.40	-0.28	-16.7%	2.73
ATR	1.27	1.28	0.01	0.7%	0.00
Volume	148,498,750	164,904,984	16,406,234	11.0%	624,858,898

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.14	143.58	141.00
R3	142.74	142.18	140.62
R2	141.34	141.34	140.49
R1	140.78	140.78	140.36	141.06
PP	139.94	139.94	139.94	140.08
S1	139.38	139.38	140.10	139.66
S2	138.54	138.54	139.97
S3	137.14	137.98	139.85
S4	135.74	136.58	139.46

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%	1.22	0.9%	51%	False	False	134,678,643
10	141.83	138.55	3.28	2.3%	1.03	0.7%	51%	False	False	133,064,707
20	141.83	134.36	7.47	5.3%	1.03	0.7%	79%	False	False	138,743,616
40	141.83	132.21	9.62	6.9%	1.04	0.7%	83%	False	False	141,138,236
60	141.83	126.43	15.40	11.0%	1.11	0.8%	90%	False	False	141,629,401
80	141.83	120.03	21.80	15.5%	1.26	0.9%	93%	False	False	151,701,635
100	141.83	116.20	25.63	18.3%	1.43	1.0%	94%	False	False	165,890,723
120	141.83	115.06	26.77	19.1%	1.57	1.1%	94%	False	False	182,373,222

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.44
2.618	144.16
1.618	142.76
1.000	141.89
0.618	141.36
HIGH	140.49
0.618	139.96
0.500	139.79
0.382	139.62
LOW	139.09
0.618	138.22
1.000	137.69
1.618	136.82
2.618	135.42
4.250	133.14

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	140.08	140.46
PP	139.94	140.38
S1	139.79	140.31

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

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