SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2013

Day Change Summary
	Previous	Current
	26-Mar-2013	27-Mar-2013	Change	Change %	Previous Week
Open	155.59	155.26	-0.33	-0.2%	154.34
High	156.23	156.25	0.02	0.0%	155.95
Low	155.42	155.00	-0.42	-0.3%	153.59
Close	156.19	156.19	0.00	0.0%	155.60
Range	0.81	1.25	0.44	54.3%	2.36
ATR	1.38	1.37	-0.01	-0.7%	0.00
Volume	86,856,500	99,950,500	13,094,000	15.1%	647,798,219

Daily Pivots for day following 27-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	159.56	159.13	156.88
R3	158.31	157.88	156.53
R2	157.06	157.06	156.42
R1	156.63	156.63	156.30	156.85
PP	155.81	155.81	155.81	155.92
S1	155.38	155.38	156.08	155.60
S2	154.56	154.56	155.96
S3	153.31	154.13	155.85
S4	152.06	152.88	155.50

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%	1.28	0.8%	96%	False	False	115,579,362
10	156.80	153.59	3.21	2.1%	1.21	0.8%	81%	False	False	125,085,833
20	156.80	150.41	6.39	4.1%	1.14	0.7%	90%	False	False	117,757,166
40	156.80	148.73	8.07	5.2%	1.24	0.8%	92%	False	False	126,403,962
60	156.80	139.54	17.26	11.1%	1.18	0.8%	96%	False	False	127,347,167
80	156.80	139.54	17.26	11.1%	1.20	0.8%	96%	False	False	130,299,315
100	156.80	134.70	22.10	14.1%	1.30	0.8%	97%	False	False	133,201,441
120	156.80	134.70	22.10	14.1%	1.31	0.8%	97%	False	False	132,534,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161.56
2.618	159.52
1.618	158.27
1.000	157.50
0.618	157.02
HIGH	156.25
0.618	155.77
0.500	155.63
0.382	155.48
LOW	155.00
0.618	154.23
1.000	153.75
1.618	152.98
2.618	151.73
4.250	149.69

Fisher Pivots for day following 27-Mar-2013
Pivot	1 day	3 day
R1	156.00	155.90
PP	155.81	155.60
S1	155.63	155.31

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

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