SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Feb-2013

Day Change Summary
	Previous	Current
	27-Feb-2013	28-Feb-2013	Change	Change %	Previous Week
Open	149.89	151.90	2.01	1.3%	152.37
High	152.33	152.87	0.54	0.4%	153.28
Low	149.76	151.41	1.65	1.1%	149.94
Close	151.91	151.61	-0.30	-0.2%	151.89
Range	2.57	1.46	-1.11	-43.2%	3.34
ATR	1.50	1.49	0.00	-0.2%	0.00
Volume	150,781,781	126,865,797	-23,915,984	-15.9%	545,293,515

Daily Pivots for day following 28-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	156.34	155.44	152.41
R3	154.88	153.98	152.01
R2	153.42	153.42	151.88
R1	152.52	152.52	151.74	152.24
PP	151.96	151.96	151.96	151.83
S1	151.06	151.06	151.48	150.78
S2	150.50	150.50	151.34
S3	149.04	149.60	151.21
S4	147.58	148.14	150.81

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	152.87	148.73	4.14	2.7%	2.15	1.4%	70%	True	False	163,284,996
10	153.28	148.73	4.55	3.0%	1.73	1.1%	63%	False	False	155,142,260
20	153.28	148.73	4.55	3.0%	1.36	0.9%	63%	False	False	134,521,669
40	153.28	144.73	8.55	5.6%	1.16	0.8%	80%	False	False	129,215,010
60	153.28	139.54	13.74	9.1%	1.24	0.8%	88%	False	False	134,318,325
80	153.28	134.70	18.58	12.3%	1.35	0.9%	91%	False	False	137,385,888
100	153.28	134.70	18.58	12.3%	1.34	0.9%	91%	False	False	135,624,472
120	153.28	134.70	18.58	12.3%	1.32	0.9%	91%	False	False	134,023,218

Crabel Price Patterns
NR	True
NR4	True
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	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	159.08
2.618	156.69
1.618	155.23
1.000	154.33
0.618	153.77
HIGH	152.87
0.618	152.31
0.500	152.14
0.382	151.97
LOW	151.41
0.618	150.51
1.000	149.95
1.618	149.05
2.618	147.59
4.250	145.21

Fisher Pivots for day following 28-Feb-2013
Pivot	1 day	3 day
R1	152.14	151.34
PP	151.96	151.07
S1	151.79	150.80

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

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