SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	140.58	140.11	-0.47	-0.3%	136.54
High	140.79	140.21	-0.58	-0.4%	140.79
Low	139.80	139.49	-0.31	-0.2%	135.94
Close	140.39	139.87	-0.52	-0.4%	140.39
Range	0.99	0.72	-0.27	-27.3%	4.85
ATR	1.50	1.46	-0.04	-2.9%	0.00
Volume	123,935,273	115,045,773	-8,889,500	-7.2%	719,157,523

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.02	141.66	140.27
R3	141.30	140.94	140.07
R2	140.58	140.58	140.00
R1	140.22	140.22	139.94	140.04
PP	139.86	139.86	139.86	139.77
S1	139.50	139.50	139.80	139.32
S2	139.14	139.14	139.74
S3	138.42	138.78	139.67
S4	137.70	138.06	139.47

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	136.80	3.99	2.9%	0.96	0.7%	77%	False	False	132,485,812
10	140.79	135.94	4.85	3.5%	1.12	0.8%	81%	False	False	144,731,127
20	142.21	135.76	6.45	4.6%	1.35	1.0%	64%	False	False	151,282,716
40	142.21	134.36	7.85	5.6%	1.19	0.9%	70%	False	False	145,385,130
60	142.21	133.64	8.57	6.1%	1.14	0.8%	73%	False	False	144,894,077
80	142.21	126.43	15.78	11.3%	1.16	0.8%	85%	False	False	144,149,224
100	142.21	120.03	22.18	15.9%	1.27	0.9%	89%	False	False	150,723,486
120	142.21	116.20	26.01	18.6%	1.41	1.0%	91%	False	False	162,508,017

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	143.27
2.618	142.09
1.618	141.37
1.000	140.93
0.618	140.65
HIGH	140.21
0.618	139.93
0.500	139.85
0.382	139.77
LOW	139.49
0.618	139.05
1.000	138.77
1.618	138.33
2.618	137.61
4.250	136.43

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	139.86	139.85
PP	139.86	139.82
S1	139.85	139.80

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

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