SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	27-Mar-2013	28-Mar-2013	Change	Change %	Previous Week
Open	155.26	156.09	0.83	0.5%	154.34
High	156.25	156.85	0.60	0.4%	155.95
Low	155.00	155.75	0.75	0.5%	153.59
Close	156.19	156.67	0.48	0.3%	155.60
Range	1.25	1.10	-0.15	-12.0%	2.36
ATR	1.37	1.35	-0.02	-1.4%	0.00
Volume	99,950,500	102,932,703	2,982,203	3.0%	647,798,219

Daily Pivots for day following 28-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	159.72	159.30	157.28
R3	158.62	158.20	156.97
R2	157.52	157.52	156.87
R1	157.10	157.10	156.77	157.31
PP	156.42	156.42	156.42	156.53
S1	156.00	156.00	156.57	156.21
S2	155.32	155.32	156.47
S3	154.22	154.90	156.37
S4	153.12	153.80	156.07

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	156.85	154.35	2.50	1.6%	1.19	0.8%	93%	True	False	110,445,082
10	156.85	153.59	3.26	2.1%	1.23	0.8%	94%	True	False	122,746,123
20	156.85	150.41	6.44	4.1%	1.12	0.7%	97%	True	False	116,560,511
40	156.85	148.73	8.12	5.2%	1.24	0.8%	98%	True	False	125,541,090
60	156.85	144.73	12.12	7.7%	1.15	0.7%	99%	True	False	124,996,843
80	156.85	139.54	17.31	11.0%	1.21	0.8%	99%	True	False	129,878,871
100	156.85	134.70	22.15	14.1%	1.30	0.8%	99%	True	False	133,220,813
120	156.85	134.70	22.15	14.1%	1.31	0.8%	99%	True	False	132,447,146

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161.53
2.618	159.73
1.618	158.63
1.000	157.95
0.618	157.53
HIGH	156.85
0.618	156.43
0.500	156.30
0.382	156.17
LOW	155.75
0.618	155.07
1.000	154.65
1.618	153.97
2.618	152.87
4.250	151.08

Fisher Pivots for day following 28-Mar-2013
Pivot	1 day	3 day
R1	156.55	156.42
PP	156.42	156.17
S1	156.30	155.93

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

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