SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	140.92	140.64	-0.28	-0.2%	140.65
High	141.05	142.21	1.16	0.8%	141.83
Low	140.05	140.36	0.31	0.2%	139.09
Close	140.81	141.84	1.03	0.7%	140.81
Range	1.00	1.85	0.85	85.0%	2.74
ATR	1.26	1.30	0.04	3.4%	0.00
Volume	135,445,641	151,651,641	16,206,000	12.0%	688,355,727

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.02	146.28	142.86
R3	145.17	144.43	142.35
R2	143.32	143.32	142.18
R1	142.58	142.58	142.01	142.95
PP	141.47	141.47	141.47	141.66
S1	140.73	140.73	141.67	141.10
S2	139.62	139.62	141.50
S3	137.77	138.88	141.33
S4	135.92	137.03	140.82

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.80	147.54	142.32
R3	146.06	144.80	141.56
R2	143.32	143.32	141.31
R1	142.06	142.06	141.06	142.69
PP	140.58	140.58	140.58	140.89
S1	139.32	139.32	140.56	139.95
S2	137.84	137.84	140.31
S3	135.10	136.58	140.06
S4	132.36	133.84	139.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.21	139.09	3.12	2.2%	1.34	0.9%	88%	True	False	144,029,686
10	142.21	138.55	3.66	2.6%	1.15	0.8%	90%	True	False	133,962,953
20	142.21	134.36	7.85	5.5%	1.09	0.8%	95%	True	False	140,040,668
40	142.21	133.64	8.57	6.0%	1.07	0.8%	96%	True	False	141,476,720
60	142.21	127.29	14.92	10.5%	1.10	0.8%	98%	True	False	141,404,616
80	142.21	120.03	22.18	15.6%	1.26	0.9%	98%	True	False	150,251,472
100	142.21	116.20	26.01	18.3%	1.42	1.0%	99%	True	False	164,307,726
120	142.21	116.20	26.01	18.3%	1.56	1.1%	99%	True	False	180,241,294

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	0.27
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	150.07
2.618	147.05
1.618	145.20
1.000	144.06
0.618	143.35
HIGH	142.21
0.618	141.50
0.500	141.29
0.382	141.07
LOW	140.36
0.618	139.22
1.000	138.51
1.618	137.37
2.618	135.52
4.250	132.50

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	141.66	141.44
PP	141.47	141.05
S1	141.29	140.65

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

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