SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	155.52	154.76	-0.76	-0.5%	155.33
High	155.95	155.64	-0.31	-0.2%	156.80
Low	155.26	154.10	-1.16	-0.7%	155.13
Close	155.69	154.36	-1.33	-0.9%	155.83
Range	0.69	1.54	0.85	123.2%	1.67
ATR	1.34	1.35	0.02	1.4%	0.00
Volume	113,759,203	128,604,102	14,844,899	13.0%	546,984,109

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	159.32	158.38	155.21
R3	157.78	156.84	154.78
R2	156.24	156.24	154.64
R1	155.30	155.30	154.50	155.00
PP	154.70	154.70	154.70	154.55
S1	153.76	153.76	154.22	153.46
S2	153.16	153.16	154.08
S3	151.62	152.22	153.94
S4	150.08	150.68	153.51

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	160.93	160.05	156.75
R3	159.26	158.38	156.29
R2	157.59	157.59	156.14
R1	156.71	156.71	155.98	157.15
PP	155.92	155.92	155.92	156.14
S1	155.04	155.04	155.68	155.48
S2	154.25	154.25	155.52
S3	152.58	153.37	155.37
S4	150.91	151.70	154.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156.04	153.59	2.45	1.6%	1.26	0.8%	31%	False	False	135,047,164
10	156.80	153.59	3.21	2.1%	1.09	0.7%	24%	False	False	120,710,642
20	156.80	148.73	8.07	5.2%	1.36	0.9%	70%	False	False	129,770,489
40	156.80	148.73	8.07	5.2%	1.22	0.8%	70%	False	False	127,989,000
60	156.80	139.54	17.26	11.2%	1.19	0.8%	86%	False	False	127,818,110
80	156.80	139.00	17.80	11.5%	1.22	0.8%	86%	False	False	131,644,939
100	156.80	134.70	22.10	14.3%	1.31	0.9%	89%	False	False	133,749,498
120	156.80	134.70	22.10	14.3%	1.31	0.9%	89%	False	False	133,331,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	162.19
2.618	159.67
1.618	158.13
1.000	157.18
0.618	156.59
HIGH	155.64
0.618	155.05
0.500	154.87
0.382	154.69
LOW	154.10
0.618	153.15
1.000	152.56
1.618	151.61
2.618	150.07
4.250	147.56

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	154.87	154.77
PP	154.70	154.63
S1	154.53	154.50

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

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