SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	108.08	110.65	2.57	2.4%	108.52
High	110.34	111.06	0.72	0.7%	110.80
Low	107.51	109.58	2.07	1.9%	104.38
Close	110.33	110.71	0.38	0.3%	109.37
Range	2.83	1.48	-1.35	-47.7%	6.42
ATR	2.79	2.70	-0.09	-3.4%	0.00
Volume	240,017,261	226,471,356	-13,545,905	-5.6%	1,611,872,120

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.89	114.28	111.52
R3	113.41	112.80	111.12
R2	111.93	111.93	110.98
R1	111.32	111.32	110.85	111.63
PP	110.45	110.45	110.45	110.60
S1	109.84	109.84	110.57	110.15
S2	108.97	108.97	110.44
S3	107.49	108.36	110.30
S4	106.01	106.88	109.90

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.44	124.83	112.90
R3	121.02	118.41	111.13
R2	114.60	114.60	110.55
R1	111.99	111.99	109.96	113.29
PP	108.18	108.18	108.18	108.84
S1	105.57	105.57	108.78	106.87
S2	101.76	101.76	108.19
S3	95.34	99.15	107.60
S4	88.92	92.73	105.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.06	107.37	3.69	3.3%	2.16	1.9%	91%	True	False	268,376,355
10	111.06	104.38	6.68	6.0%	2.51	2.3%	95%	True	False	338,562,878
20	117.68	104.38	13.30	12.0%	2.99	2.7%	48%	False	False	363,214,192
40	122.12	104.38	17.74	16.0%	2.22	2.0%	36%	False	False	289,520,249
60	122.12	104.38	17.74	16.0%	1.85	1.7%	36%	False	False	249,970,032

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.61
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	117.35
2.618	114.93
1.618	113.45
1.000	112.54
0.618	111.97
HIGH	111.06
0.618	110.49
0.500	110.32
0.382	110.15
LOW	109.58
0.618	108.67
1.000	108.10
1.618	107.19
2.618	105.71
4.250	103.29

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	110.58	110.21
PP	110.45	109.71
S1	110.32	109.22

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

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