SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	140.64	141.64	1.00	0.7%	140.65
High	142.21	141.88	-0.33	-0.2%	141.83
Low	140.36	140.43	0.07	0.0%	139.09
Close	141.84	141.26	-0.58	-0.4%	140.81
Range	1.85	1.45	-0.40	-21.6%	2.74
ATR	1.30	1.31	0.01	0.8%	0.00
Volume	151,651,641	155,759,469	4,107,828	2.7%	688,355,727

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.54	144.85	142.06
R3	144.09	143.40	141.66
R2	142.64	142.64	141.53
R1	141.95	141.95	141.39	141.57
PP	141.19	141.19	141.19	141.00
S1	140.50	140.50	141.13	140.12
S2	139.74	139.74	140.99
S3	138.29	139.05	140.86
S4	136.84	137.60	140.46

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%	1.48	1.0%	70%	False	False	151,252,097
10	142.21	138.55	3.66	2.6%	1.19	0.8%	74%	False	False	137,372,711
20	142.21	134.93	7.28	5.2%	1.11	0.8%	87%	False	False	137,732,207
40	142.21	133.64	8.57	6.1%	1.09	0.8%	89%	False	False	142,680,268
60	142.21	127.41	14.80	10.5%	1.11	0.8%	94%	False	False	141,534,617
80	142.21	120.03	22.18	15.7%	1.25	0.9%	96%	False	False	149,232,782
100	142.21	116.20	26.01	18.4%	1.41	1.0%	96%	False	False	163,621,969
120	142.21	116.20	26.01	18.4%	1.56	1.1%	96%	False	False	179,797,919

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	148.04
2.618	145.68
1.618	144.23
1.000	143.33
0.618	142.78
HIGH	141.88
0.618	141.33
0.500	141.16
0.382	140.98
LOW	140.43
0.618	139.53
1.000	138.98
1.618	138.08
2.618	136.63
4.250	134.27

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	141.23	141.22
PP	141.19	141.17
S1	141.16	141.13

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

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