SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	137.29	137.13	-0.16	-0.1%	140.64
High	137.54	138.90	1.36	1.0%	142.21
Low	136.75	137.03	0.28	0.2%	139.26
Close	137.00	138.79	1.79	1.3%	139.79
Range	0.79	1.87	1.08	136.7%	2.95
ATR	1.47	1.50	0.03	2.1%	0.00
Volume	153,391,594	153,646,672	255,078	0.2%	591,663,391

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.85	143.19	139.82
R3	141.98	141.32	139.30
R2	140.11	140.11	139.13
R1	139.45	139.45	138.96	139.78
PP	138.24	138.24	138.24	138.41
S1	137.58	137.58	138.62	137.91
S2	136.37	136.37	138.45
S3	134.50	135.71	138.28
S4	132.63	133.84	137.76

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	140.20	135.76	4.44	3.2%	1.64	1.2%	68%	False	False	161,421,197
10	142.21	135.76	6.45	4.6%	1.49	1.1%	47%	False	False	156,171,700
20	142.21	135.76	6.45	4.6%	1.24	0.9%	47%	False	False	144,620,869
40	142.21	134.29	7.92	5.7%	1.17	0.8%	57%	False	False	144,728,706
60	142.21	129.08	13.13	9.5%	1.16	0.8%	74%	False	False	144,831,399
80	142.21	120.03	22.18	16.0%	1.21	0.9%	85%	False	False	144,323,552
100	142.21	116.20	26.01	18.7%	1.37	1.0%	87%	False	False	159,784,914
120	142.21	116.20	26.01	18.7%	1.52	1.1%	87%	False	False	175,645,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.85
2.618	143.80
1.618	141.93
1.000	140.77
0.618	140.06
HIGH	138.90
0.618	138.19
0.500	137.97
0.382	137.74
LOW	137.03
0.618	135.87
1.000	135.16
1.618	134.00
2.618	132.13
4.250	129.08

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	138.52	138.30
PP	138.24	137.82
S1	137.97	137.33

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

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