SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	25-Mar-2013	26-Mar-2013	Change	Change %	Previous Week
Open	156.01	155.59	-0.42	-0.3%	154.34
High	156.27	156.23	-0.04	0.0%	155.95
Low	154.35	155.42	1.07	0.7%	153.59
Close	154.95	156.19	1.24	0.8%	155.60
Range	1.92	0.81	-1.11	-57.8%	2.36
ATR	1.39	1.38	-0.01	-0.6%	0.00
Volume	151,322,203	86,856,500	-64,465,703	-42.6%	647,798,219

Daily Pivots for day following 26-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	158.38	158.09	156.64
R3	157.57	157.28	156.41
R2	156.76	156.76	156.34
R1	156.47	156.47	156.26	156.62
PP	155.95	155.95	155.95	156.02
S1	155.66	155.66	156.12	155.81
S2	155.14	155.14	156.04
S3	154.33	154.85	155.97
S4	153.52	154.04	155.74

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	162.13	161.22	156.90
R3	159.77	158.86	156.25
R2	157.41	157.41	156.03
R1	156.50	156.50	155.82	156.96
PP	155.05	155.05	155.05	155.27
S1	154.14	154.14	155.38	154.60
S2	152.69	152.69	155.17
S3	150.33	151.78	154.95
S4	147.97	149.42	154.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156.27	154.10	2.17	1.4%	1.17	0.7%	96%	False	False	118,341,103
10	156.80	153.59	3.21	2.1%	1.17	0.7%	81%	False	False	124,345,863
20	156.80	149.76	7.04	4.5%	1.21	0.8%	91%	False	False	120,298,730
40	156.80	148.73	8.07	5.2%	1.24	0.8%	92%	False	False	126,547,557
60	156.80	139.54	17.26	11.1%	1.18	0.8%	96%	False	False	128,161,435
80	156.80	139.54	17.26	11.1%	1.20	0.8%	96%	False	False	130,938,506
100	156.80	134.70	22.10	14.1%	1.31	0.8%	97%	False	False	133,236,321
120	156.80	134.70	22.10	14.1%	1.31	0.8%	97%	False	False	132,834,229

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	159.67
2.618	158.35
1.618	157.54
1.000	157.04
0.618	156.73
HIGH	156.23
0.618	155.92
0.500	155.83
0.382	155.73
LOW	155.42
0.618	154.92
1.000	154.61
1.618	154.11
2.618	153.30
4.250	151.98

Fisher Pivots for day following 26-Mar-2013
Pivot	1 day	3 day
R1	156.07	155.90
PP	155.95	155.60
S1	155.83	155.31

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

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