SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Apr-2012

Day Change Summary
	Previous	Current
	04-Apr-2012	05-Apr-2012	Change	Change %	Previous Week
Open	140.22	139.38	-0.84	-0.6%	140.65
High	140.34	140.20	-0.14	-0.1%	141.83
Low	139.34	139.26	-0.08	-0.1%	139.09
Close	139.86	139.79	-0.07	-0.1%	140.81
Range	1.00	0.94	-0.06	-6.0%	2.74
ATR	1.36	1.33	-0.03	-2.2%	0.00
Volume	146,849,281	137,403,000	-9,446,281	-6.4%	688,355,727

Daily Pivots for day following 05-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.57	142.12	140.31
R3	141.63	141.18	140.05
R2	140.69	140.69	139.96
R1	140.24	140.24	139.88	140.47
PP	139.75	139.75	139.75	139.86
S1	139.30	139.30	139.70	139.53
S2	138.81	138.81	139.62
S3	137.87	138.36	139.53
S4	136.93	137.42	139.27

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	139.26	2.95	2.1%	1.25	0.9%	18%	False	True	145,421,806
10	142.21	138.55	3.66	2.6%	1.23	0.9%	34%	False	False	140,050,225
20	142.21	137.09	5.12	3.7%	1.10	0.8%	53%	False	False	138,924,262
40	142.21	133.84	8.37	6.0%	1.08	0.8%	71%	False	False	142,930,891
60	142.21	127.72	14.49	10.4%	1.12	0.8%	83%	False	False	142,698,633
80	142.21	120.03	22.18	15.9%	1.22	0.9%	89%	False	False	147,165,971
100	142.21	116.20	26.01	18.6%	1.38	1.0%	91%	False	False	160,774,194
120	142.21	116.20	26.01	18.6%	1.55	1.1%	91%	False	False	178,053,456

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.23
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	144.20
2.618	142.66
1.618	141.72
1.000	141.14
0.618	140.78
HIGH	140.20
0.618	139.84
0.500	139.73
0.382	139.62
LOW	139.26
0.618	138.68
1.000	138.32
1.618	137.74
2.618	136.80
4.250	135.27

Fisher Pivots for day following 05-Apr-2012
Pivot	1 day	3 day
R1	139.77	140.57
PP	139.75	140.31
S1	139.73	140.05

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

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