SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	138.33	136.54	-1.79	-1.3%	137.84
High	138.83	136.91	-1.92	-1.4%	139.36
Low	137.87	135.94	-1.93	-1.4%	136.58
Close	137.95	136.79	-1.16	-0.8%	137.95
Range	0.96	0.97	0.01	1.0%	2.78
ATR	1.52	1.56	0.03	2.3%	0.00
Volume	142,963,734	171,774,234	28,810,500	20.2%	760,872,351

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.46	139.09	137.32
R3	138.49	138.12	137.06
R2	137.52	137.52	136.97
R1	137.15	137.15	136.88	137.34
PP	136.55	136.55	136.55	136.64
S1	136.18	136.18	136.70	136.37
S2	135.58	135.58	136.61
S3	134.61	135.21	136.52
S4	133.64	134.24	136.26

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	135.94	3.42	2.5%	1.27	0.9%	25%	False	True	156,976,442
10	139.36	135.76	3.60	2.6%	1.49	1.1%	29%	False	False	164,407,969
20	142.21	135.76	6.45	4.7%	1.40	1.0%	16%	False	False	152,579,049
40	142.21	134.36	7.85	5.7%	1.22	0.9%	31%	False	False	146,975,710
60	142.21	130.06	12.15	8.9%	1.16	0.8%	55%	False	False	145,821,015
80	142.21	124.73	17.48	12.8%	1.18	0.9%	69%	False	False	144,098,085
100	142.21	119.61	22.60	16.5%	1.34	1.0%	76%	False	False	155,549,363
120	142.21	116.20	26.01	19.0%	1.47	1.1%	79%	False	False	168,856,612

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.03
2.618	139.45
1.618	138.48
1.000	137.88
0.618	137.51
HIGH	136.91
0.618	136.54
0.500	136.43
0.382	136.31
LOW	135.94
0.618	135.34
1.000	134.97
1.618	134.37
2.618	133.40
4.250	131.82

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	136.67	137.55
PP	136.55	137.29
S1	136.43	137.04

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

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