SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	140.11	139.79	-0.32	-0.2%	136.54
High	140.21	141.66	1.45	1.0%	140.79
Low	139.49	139.63	0.14	0.1%	135.94
Close	139.87	140.74	0.87	0.6%	140.39
Range	0.72	2.03	1.31	181.9%	4.85
ATR	1.46	1.50	0.04	2.8%	0.00
Volume	115,045,773	138,779,438	23,733,665	20.6%	719,157,523

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.77	145.78	141.86
R3	144.74	143.75	141.30
R2	142.71	142.71	141.11
R1	141.72	141.72	140.93	142.22
PP	140.68	140.68	140.68	140.92
S1	139.69	139.69	140.55	140.19
S2	138.65	138.65	140.37
S3	136.62	137.66	140.18
S4	134.59	135.63	139.62

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	141.66	138.53	3.13	2.2%	1.19	0.8%	71%	True	False	132,763,637
10	141.66	135.94	5.72	4.1%	1.15	0.8%	84%	True	False	143,831,788
20	141.88	135.76	6.12	4.3%	1.36	1.0%	81%	False	False	150,639,105
40	142.21	134.36	7.85	5.6%	1.22	0.9%	81%	False	False	145,339,887
60	142.21	133.64	8.57	6.1%	1.16	0.8%	83%	False	False	144,530,849
80	142.21	127.29	14.92	10.6%	1.17	0.8%	90%	False	False	143,713,239
100	142.21	120.03	22.18	15.8%	1.28	0.9%	93%	False	False	150,328,999
120	142.21	116.20	26.01	18.5%	1.41	1.0%	94%	False	False	162,029,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	150.29
2.618	146.97
1.618	144.94
1.000	143.69
0.618	142.91
HIGH	141.66
0.618	140.88
0.500	140.65
0.382	140.41
LOW	139.63
0.618	138.38
1.000	137.60
1.618	136.35
2.618	134.32
4.250	131.00

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	140.71	140.69
PP	140.68	140.63
S1	140.65	140.58

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

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