SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	137.84	138.46	0.62	0.4%	138.03
High	139.36	139.08	-0.28	-0.2%	139.84
Low	137.70	138.38	0.68	0.5%	135.76
Close	139.08	138.61	-0.47	-0.3%	137.14
Range	1.66	0.70	-0.96	-57.8%	4.08
ATR	1.58	1.51	-0.06	-4.0%	0.00
Volume	147,772,828	123,774,711	-23,998,117	-16.2%	838,915,282

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.79	140.40	139.00
R3	140.09	139.70	138.80
R2	139.39	139.39	138.74
R1	139.00	139.00	138.67	139.20
PP	138.69	138.69	138.69	138.79
S1	138.30	138.30	138.55	138.50
S2	137.99	137.99	138.48
S3	137.29	137.60	138.42
S4	136.59	136.90	138.23

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	139.36	136.58	2.78	2.0%	1.50	1.1%	73%	False	False	148,434,176
10	140.34	135.76	4.58	3.3%	1.48	1.1%	62%	False	False	154,247,947
20	142.21	135.76	6.45	4.7%	1.34	1.0%	44%	False	False	145,810,329
40	142.21	134.36	7.85	5.7%	1.19	0.9%	54%	False	False	143,322,755
60	142.21	130.06	12.15	8.8%	1.18	0.8%	70%	False	False	145,363,398
80	142.21	124.23	17.98	13.0%	1.17	0.8%	80%	False	False	141,395,787
100	142.21	116.20	26.01	18.8%	1.35	1.0%	86%	False	False	155,757,089
120	142.21	116.20	26.01	18.8%	1.50	1.1%	86%	False	False	172,115,852

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	142.06
2.618	140.91
1.618	140.21
1.000	139.78
0.618	139.51
HIGH	139.08
0.618	138.81
0.500	138.73
0.382	138.65
LOW	138.38
0.618	137.95
1.000	137.68
1.618	137.25
2.618	136.55
4.250	135.41

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	138.73	138.40
PP	138.69	138.18
S1	138.65	137.97

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

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