SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-May-2012

Day Change Summary
	Previous	Current
	03-May-2012	04-May-2012	Change	Change %	Previous Week
Open	140.34	138.52	-1.82	-1.3%	140.11
High	140.45	139.30	-1.15	-0.8%	141.66
Low	138.99	136.92	-2.07	-1.5%	136.92
Close	139.25	137.00	-2.25	-1.6%	137.00
Range	1.46	2.38	0.92	63.0%	4.74
ATR	1.48	1.54	0.06	4.3%	0.00
Volume	143,693,563	193,779,063	50,085,500	34.9%	712,325,001

Daily Pivots for day following 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.88	143.32	138.31
R3	142.50	140.94	137.65
R2	140.12	140.12	137.44
R1	138.56	138.56	137.22	138.15
PP	137.74	137.74	137.74	137.54
S1	136.18	136.18	136.78	135.77
S2	135.36	135.36	136.56
S3	132.98	133.80	136.35
S4	130.60	131.42	135.69

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	152.75	149.61	139.61
R3	148.01	144.87	138.30
R2	143.27	143.27	137.87
R1	140.13	140.13	137.43	139.33
PP	138.53	138.53	138.53	138.13
S1	135.39	135.39	136.57	134.59
S2	133.79	133.79	136.13
S3	129.05	130.65	135.70
S4	124.31	125.91	134.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.66	136.92	4.74	3.5%	1.52	1.1%	2%	False	True	142,465,000
10	141.66	135.94	5.72	4.2%	1.26	0.9%	19%	False	False	143,148,252
20	141.66	135.76	5.90	4.3%	1.43	1.0%	21%	False	False	151,563,507
40	142.21	135.76	6.45	4.7%	1.26	0.9%	19%	False	False	145,243,885
60	142.21	133.84	8.37	6.1%	1.20	0.9%	38%	False	False	145,808,430
80	142.21	127.72	14.49	10.6%	1.20	0.9%	64%	False	False	144,914,852
100	142.21	120.03	22.18	16.2%	1.26	0.9%	77%	False	False	148,045,478
120	142.21	116.20	26.01	19.0%	1.39	1.0%	80%	False	False	159,239,080

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	0.25
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	149.42
2.618	145.53
1.618	143.15
1.000	141.68
0.618	140.77
HIGH	139.30
0.618	138.39
0.500	138.11
0.382	137.83
LOW	136.92
0.618	135.45
1.000	134.54
1.618	133.07
2.618	130.69
4.250	126.81

Fisher Pivots for day following 04-May-2012
Pivot	1 day	3 day
R1	138.11	138.69
PP	137.74	138.13
S1	137.37	137.56

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

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