SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	138.63	138.33	-0.30	-0.2%	137.84
High	139.15	138.83	-0.32	-0.2%	139.36
Low	137.07	137.87	0.80	0.6%	136.58
Close	137.72	137.95	0.23	0.2%	137.95
Range	2.08	0.96	-1.12	-53.8%	2.78
ATR	1.55	1.52	-0.03	-2.0%	0.00
Volume	198,596,703	142,963,734	-55,632,969	-28.0%	760,872,351

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.10	140.48	138.48
R3	140.14	139.52	138.21
R2	139.18	139.18	138.13
R1	138.56	138.56	138.04	138.39
PP	138.22	138.22	138.22	138.13
S1	137.60	137.60	137.86	137.43
S2	137.26	137.26	137.77
S3	136.30	136.64	137.69
S4	135.34	135.68	137.42

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.30	144.91	139.48
R3	143.52	142.13	138.71
R2	140.74	140.74	138.46
R1	139.35	139.35	138.20	140.05
PP	137.96	137.96	137.96	138.31
S1	136.57	136.57	137.70	137.27
S2	135.18	135.18	137.44
S3	132.40	133.79	137.19
S4	129.62	131.01	136.42

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%	1.37	1.0%	49%	False	False	152,174,470
10	139.84	135.76	4.08	3.0%	1.59	1.2%	54%	False	False	159,978,763
20	142.21	135.76	6.45	4.7%	1.41	1.0%	34%	False	False	150,014,494
40	142.21	134.36	7.85	5.7%	1.21	0.9%	46%	False	False	145,318,805
60	142.21	130.06	12.15	8.8%	1.18	0.9%	65%	False	False	146,034,538
80	142.21	124.73	17.48	12.7%	1.18	0.9%	76%	False	False	143,023,801
100	142.21	118.82	23.39	17.0%	1.34	1.0%	82%	False	False	155,933,820
120	142.21	116.20	26.01	18.9%	1.47	1.1%	84%	False	False	169,305,933

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.91
2.618	141.34
1.618	140.38
1.000	139.79
0.618	139.42
HIGH	138.83
0.618	138.46
0.500	138.35
0.382	138.24
LOW	137.87
0.618	137.28
1.000	136.91
1.618	136.32
2.618	135.36
4.250	133.79

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	138.35	138.11
PP	138.22	138.06
S1	138.08	138.00

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

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