SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	137.13	138.47	1.34	1.0%	138.03
High	138.90	138.82	-0.08	-0.1%	139.84
Low	137.03	137.01	-0.02	0.0%	135.76
Close	138.79	137.14	-1.65	-1.2%	137.14
Range	1.87	1.81	-0.06	-3.2%	4.08
ATR	1.50	1.53	0.02	1.5%	0.00
Volume	153,646,672	169,212,297	15,565,625	10.1%	838,915,282

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.09	141.92	138.14
R3	141.28	140.11	137.64
R2	139.47	139.47	137.47
R1	138.30	138.30	137.31	137.98
PP	137.66	137.66	137.66	137.50
S1	136.49	136.49	136.97	136.17
S2	135.85	135.85	136.81
S3	134.04	134.68	136.64
S4	132.23	132.87	136.14

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.82	147.56	139.38
R3	145.74	143.48	138.26
R2	141.66	141.66	137.89
R1	139.40	139.40	137.51	138.49
PP	137.58	137.58	137.58	137.13
S1	135.32	135.32	136.77	134.41
S2	133.50	133.50	136.39
S3	129.42	131.24	136.02
S4	125.34	127.16	134.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.84	135.76	4.08	3.0%	1.81	1.3%	34%	False	False	167,783,056
10	142.21	135.76	6.45	4.7%	1.53	1.1%	21%	False	False	156,602,431
20	142.21	135.76	6.45	4.7%	1.28	0.9%	21%	False	False	144,833,569
40	142.21	134.33	7.88	5.7%	1.18	0.9%	36%	False	False	144,093,693
60	142.21	130.06	12.15	8.9%	1.16	0.8%	58%	False	False	144,934,328
80	142.21	120.03	22.18	16.2%	1.21	0.9%	77%	False	False	143,683,344
100	142.21	116.20	26.01	19.0%	1.36	1.0%	81%	False	False	158,169,949
120	142.21	116.20	26.01	19.0%	1.52	1.1%	81%	False	False	174,873,130

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.51
2.618	143.56
1.618	141.75
1.000	140.63
0.618	139.94
HIGH	138.82
0.618	138.13
0.500	137.92
0.382	137.70
LOW	137.01
0.618	135.89
1.000	135.20
1.618	134.08
2.618	132.27
4.250	129.32

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	137.92	137.83
PP	137.66	137.60
S1	137.40	137.37

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

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