SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	138.03	137.95	-0.08	-0.1%	140.64
High	139.84	138.34	-1.50	-1.1%	142.21
Low	137.84	135.76	-2.08	-1.5%	139.26
Close	138.22	135.90	-2.32	-1.7%	139.79
Range	2.00	2.58	0.58	29.0%	2.95
ATR	1.37	1.46	0.09	6.3%	0.00
Volume	127,482,172	235,182,547	107,700,375	84.5%	591,663,391

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.41	142.73	137.32
R3	141.83	140.15	136.61
R2	139.25	139.25	136.37
R1	137.57	137.57	136.14	137.12
PP	136.67	136.67	136.67	136.44
S1	134.99	134.99	135.66	134.54
S2	134.09	134.09	135.43
S3	131.51	132.41	135.19
S4	128.93	129.83	134.48

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.27	147.48	141.41
R3	146.32	144.53	140.60
R2	143.37	143.37	140.33
R1	141.58	141.58	140.06	141.00
PP	140.42	140.42	140.42	140.13
S1	138.63	138.63	139.52	138.05
S2	137.47	137.47	139.25
S3	134.52	135.68	138.98
S4	131.57	132.73	138.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.88	135.76	6.12	4.5%	1.59	1.2%	2%	False	True	160,535,293
10	142.21	135.76	6.45	4.7%	1.47	1.1%	2%	False	True	152,282,489
20	142.21	135.76	6.45	4.7%	1.26	0.9%	2%	False	True	145,721,290
40	142.21	134.25	7.96	5.9%	1.15	0.8%	21%	False	False	144,092,571
60	142.21	127.72	14.49	10.7%	1.16	0.9%	56%	False	False	144,909,503
80	142.21	120.03	22.18	16.3%	1.21	0.9%	72%	False	False	145,948,045
100	142.21	116.20	26.01	19.1%	1.39	1.0%	76%	False	False	160,910,967
120	142.21	116.20	26.01	19.1%	1.55	1.1%	76%	False	False	177,630,768

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	0.23
Widest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	149.31
2.618	145.09
1.618	142.51
1.000	140.92
0.618	139.93
HIGH	138.34
0.618	137.35
0.500	137.05
0.382	136.75
LOW	135.76
0.618	134.17
1.000	133.18
1.618	131.59
2.618	129.01
4.250	124.80

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	137.05	137.98
PP	136.67	137.29
S1	136.28	136.59

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

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