SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	136.54	136.91	0.37	0.3%	137.84
High	136.91	137.66	0.75	0.5%	139.36
Low	135.94	136.80	0.86	0.6%	136.58
Close	136.79	137.31	0.52	0.4%	137.95
Range	0.97	0.86	-0.11	-11.3%	2.78
ATR	1.56	1.51	-0.05	-3.2%	0.00
Volume	171,774,234	137,390,313	-34,383,921	-20.0%	760,872,351

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.84	139.43	137.78
R3	138.98	138.57	137.55
R2	138.12	138.12	137.47
R1	137.71	137.71	137.39	137.92
PP	137.26	137.26	137.26	137.36
S1	136.85	136.85	137.23	137.06
S2	136.40	136.40	137.15
S3	135.54	135.99	137.07
S4	134.68	135.13	136.84

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	139.15	135.94	3.21	2.3%	1.11	0.8%	43%	False	False	154,899,939
10	139.36	135.94	3.42	2.5%	1.32	1.0%	40%	False	False	154,628,746
20	142.21	135.76	6.45	4.7%	1.39	1.0%	24%	False	False	153,455,618
40	142.21	134.36	7.85	5.7%	1.20	0.9%	38%	False	False	146,769,795
60	142.21	130.06	12.15	8.8%	1.16	0.8%	60%	False	False	145,857,196
80	142.21	124.86	17.35	12.6%	1.17	0.9%	72%	False	False	144,327,951
100	142.21	120.00	22.21	16.2%	1.33	1.0%	78%	False	False	154,933,295
120	142.21	116.20	26.01	18.9%	1.44	1.1%	81%	False	False	168,102,574

Crabel Price Patterns
NR	True
NR4	True
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	0.26
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141.32
2.618	139.91
1.618	139.05
1.000	138.52
0.618	138.19
HIGH	137.66
0.618	137.33
0.500	137.23
0.382	137.13
LOW	136.80
0.618	136.27
1.000	135.94
1.618	135.41
2.618	134.55
4.250	133.15

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	137.28	137.39
PP	137.26	137.36
S1	137.23	137.34

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

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