SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	134.17	131.79	-2.38	-1.8%	128.39
High	134.25	133.01	-1.24	-0.9%	133.53
Low	131.28	131.16	-0.12	-0.1%	127.14
Close	131.42	132.92	1.50	1.1%	133.10
Range	2.97	1.85	-1.12	-37.7%	6.39
ATR	2.02	2.00	-0.01	-0.6%	0.00
Volume	169,627,969	181,802,250	12,174,281	7.2%	878,713,875

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.91	137.27	133.94
R3	136.06	135.42	133.43
R2	134.21	134.21	133.26
R1	133.57	133.57	133.09	133.89
PP	132.36	132.36	132.36	132.53
S1	131.72	131.72	132.75	132.04
S2	130.51	130.51	132.58
S3	128.66	129.87	132.41
S4	126.81	128.02	131.90

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.43	148.15	136.61
R3	144.04	141.76	134.86
R2	137.65	137.65	134.27
R1	135.37	135.37	133.69	136.51
PP	131.26	131.26	131.26	131.83
S1	128.98	128.98	132.51	130.12
S2	124.87	124.87	131.93
S3	118.48	122.59	131.34
S4	112.09	116.20	129.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.25	129.93	4.32	3.3%	2.10	1.6%	69%	False	False	172,783,528
10	134.25	127.14	7.11	5.3%	2.12	1.6%	81%	False	False	184,156,868
20	134.81	127.14	7.67	5.8%	2.03	1.5%	75%	False	False	192,940,511
40	141.66	127.14	14.52	10.9%	1.71	1.3%	40%	False	False	173,295,713
60	142.21	127.14	15.07	11.3%	1.58	1.2%	38%	False	False	163,723,103
80	142.21	127.14	15.07	11.3%	1.44	1.1%	38%	False	False	158,211,431
100	142.21	127.14	15.07	11.3%	1.39	1.0%	38%	False	False	156,494,623
120	142.21	120.37	21.84	16.4%	1.37	1.0%	57%	False	False	153,260,842

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.87
2.618	137.85
1.618	136.00
1.000	134.86
0.618	134.15
HIGH	133.01
0.618	132.30
0.500	132.09
0.382	131.87
LOW	131.16
0.618	130.02
1.000	129.31
1.618	128.17
2.618	126.32
4.250	123.30

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	132.64	132.85
PP	132.36	132.78
S1	132.09	132.71

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

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