SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Apr-2012

Day Change Summary
	Previous	Current
	24-Apr-2012	25-Apr-2012	Change	Change %	Previous Week
Open	136.91	138.65	1.74	1.3%	137.84
High	137.66	139.25	1.59	1.2%	139.36
Low	136.80	138.53	1.73	1.3%	136.58
Close	137.31	139.19	1.88	1.4%	137.95
Range	0.86	0.72	-0.14	-16.3%	2.78
ATR	1.51	1.54	0.03	2.0%	0.00
Volume	137,390,313	150,222,984	12,832,671	9.3%	760,872,351

Daily Pivots for day following 25-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.15	140.89	139.59
R3	140.43	140.17	139.39
R2	139.71	139.71	139.32
R1	139.45	139.45	139.26	139.58
PP	138.99	138.99	138.99	139.06
S1	138.73	138.73	139.12	138.86
S2	138.27	138.27	139.06
S3	137.55	138.01	138.99
S4	136.83	137.29	138.79

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	139.25	135.94	3.31	2.4%	1.12	0.8%	98%	True	False	160,189,593
10	139.36	135.94	3.42	2.5%	1.31	0.9%	95%	False	False	154,311,885
20	142.21	135.76	6.45	4.6%	1.39	1.0%	53%	False	False	154,984,396
40	142.21	134.36	7.85	5.6%	1.20	0.9%	62%	False	False	147,293,517
60	142.21	130.68	11.53	8.3%	1.15	0.8%	74%	False	False	145,912,628
80	142.21	125.50	16.71	12.0%	1.16	0.8%	82%	False	False	144,662,886
100	142.21	120.03	22.18	15.9%	1.29	0.9%	86%	False	False	153,201,388
120	142.21	116.20	26.01	18.7%	1.43	1.0%	88%	False	False	165,891,093

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.25
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	142.31
2.618	141.13
1.618	140.41
1.000	139.97
0.618	139.69
HIGH	139.25
0.618	138.97
0.500	138.89
0.382	138.81
LOW	138.53
0.618	138.09
1.000	137.81
1.618	137.37
2.618	136.65
4.250	135.47

Fisher Pivots for day following 25-Apr-2012
Pivot	1 day	3 day
R1	139.09	138.66
PP	138.99	138.13
S1	138.89	137.60

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

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