SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2013

Day Change Summary
	Previous	Current
	25-Feb-2013	26-Feb-2013	Change	Change %	Previous Week
Open	152.63	149.72	-2.91	-1.9%	152.37
High	152.86	150.20	-2.66	-1.7%	153.28
Low	149.00	148.73	-0.27	-0.2%	149.94
Close	149.00	150.02	1.02	0.7%	151.89
Range	3.86	1.47	-2.39	-61.9%	3.34
ATR	1.41	1.41	0.00	0.3%	0.00
Volume	245,824,797	186,596,109	-59,228,688	-24.1%	545,293,515

Daily Pivots for day following 26-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	154.06	153.51	150.83
R3	152.59	152.04	150.42
R2	151.12	151.12	150.29
R1	150.57	150.57	150.15	150.85
PP	149.65	149.65	149.65	149.79
S1	149.10	149.10	149.89	149.38
S2	148.18	148.18	149.75
S3	146.71	147.63	149.62
S4	145.24	146.16	149.21

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	161.72	160.15	153.73
R3	158.38	156.81	152.81
R2	155.04	155.04	152.50
R1	153.47	153.47	152.20	152.59
PP	151.70	151.70	151.70	151.26
S1	150.13	150.13	151.58	149.25
S2	148.36	148.36	151.28
S3	145.02	146.79	150.97
S4	141.68	143.45	150.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153.19	148.73	4.46	3.0%	2.03	1.4%	29%	False	True	176,521,803
10	153.28	148.73	4.55	3.0%	1.48	1.0%	28%	False	True	142,149,012
20	153.28	148.73	4.55	3.0%	1.27	0.8%	28%	False	True	132,796,385
40	153.28	139.54	13.74	9.2%	1.17	0.8%	76%	False	False	132,092,788
60	153.28	139.54	13.74	9.2%	1.20	0.8%	76%	False	False	134,485,098
80	153.28	134.70	18.58	12.4%	1.33	0.9%	82%	False	False	136,470,719
100	153.28	134.70	18.58	12.4%	1.33	0.9%	82%	False	False	135,341,329
120	153.28	134.70	18.58	12.4%	1.31	0.9%	82%	False	False	133,977,791

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	156.45
2.618	154.05
1.618	152.58
1.000	151.67
0.618	151.11
HIGH	150.20
0.618	149.64
0.500	149.47
0.382	149.29
LOW	148.73
0.618	147.82
1.000	147.26
1.618	146.35
2.618	144.88
4.250	142.48

Fisher Pivots for day following 26-Feb-2013
Pivot	1 day	3 day
R1	149.84	150.80
PP	149.65	150.54
S1	149.47	150.28

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

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