SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	138.89	140.58	1.69	1.2%	136.54
High	140.32	140.79	0.47	0.3%	140.79
Low	138.81	139.80	0.99	0.7%	135.94
Close	140.16	140.39	0.23	0.2%	140.39
Range	1.51	0.99	-0.52	-34.4%	4.85
ATR	1.54	1.50	-0.04	-2.5%	0.00
Volume	135,834,719	123,935,273	-11,899,446	-8.8%	719,157,523

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.30	142.83	140.93
R3	142.31	141.84	140.66
R2	141.32	141.32	140.57
R1	140.85	140.85	140.48	140.59
PP	140.33	140.33	140.33	140.20
S1	139.86	139.86	140.30	139.60
S2	139.34	139.34	140.21
S3	138.35	138.87	140.12
S4	137.36	137.88	139.85

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	153.59	151.84	143.06
R3	148.74	146.99	141.72
R2	143.89	143.89	141.28
R1	142.14	142.14	140.83	143.02
PP	139.04	139.04	139.04	139.48
S1	137.29	137.29	139.95	138.17
S2	134.19	134.19	139.50
S3	129.34	132.44	139.06
S4	124.49	127.59	137.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.79	135.94	4.85	3.5%	1.01	0.7%	92%	True	False	143,831,504
10	140.79	135.94	4.85	3.5%	1.19	0.8%	92%	True	False	148,002,987
20	142.21	135.76	6.45	4.6%	1.36	1.0%	72%	False	False	152,302,709
40	142.21	134.36	7.85	5.6%	1.20	0.9%	77%	False	False	145,523,163
60	142.21	132.21	10.00	7.1%	1.15	0.8%	82%	False	False	144,859,727
80	142.21	126.43	15.78	11.2%	1.17	0.8%	88%	False	False	144,297,728
100	142.21	120.03	22.18	15.8%	1.28	0.9%	92%	False	False	151,821,850
120	142.21	116.20	26.01	18.5%	1.42	1.0%	93%	False	False	163,626,054

Crabel Price Patterns
NR	True
NR4	False
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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.00
2.618	143.38
1.618	142.39
1.000	141.78
0.618	141.40
HIGH	140.79
0.618	140.41
0.500	140.30
0.382	140.18
LOW	139.80
0.618	139.19
1.000	138.81
1.618	138.20
2.618	137.21
4.250	135.59

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	140.36	140.15
PP	140.33	139.90
S1	140.30	139.66

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

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