SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-May-2010

Day Change Summary
	Previous	Current
	25-May-2010	26-May-2010	Change	Change %	Previous Week
Open	105.11	108.48	3.37	3.2%	114.20
High	107.87	109.47	1.60	1.5%	115.22
Low	104.38	106.85	2.47	2.4%	105.36
Close	107.82	107.17	-0.65	-0.6%	109.12
Range	3.49	2.62	-0.87	-24.9%	9.86
ATR	2.83	2.81	-0.01	-0.5%	0.00
Volume	395,880,010	348,957,520	-46,922,490	-11.9%	2,110,061,280

Daily Pivots for day following 26-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.69	114.05	108.61
R3	113.07	111.43	107.89
R2	110.45	110.45	107.65
R1	108.81	108.81	107.41	108.32
PP	107.83	107.83	107.83	107.59
S1	106.19	106.19	106.93	105.70
S2	105.21	105.21	106.69
S3	102.59	103.57	106.45
S4	99.97	100.95	105.73

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	139.48	134.15	114.54
R3	129.62	124.30	111.83
R2	119.76	119.76	110.92
R1	114.44	114.44	110.02	112.17
PP	109.90	109.90	109.90	108.76
S1	104.58	104.58	108.21	102.31
S2	100.04	100.04	107.31
S3	90.18	94.72	106.40
S4	80.32	84.86	103.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.89	104.38	5.51	5.1%	2.87	2.7%	51%	False	False	408,749,402
10	117.68	104.38	13.30	12.4%	2.69	2.5%	21%	False	False	370,386,078
20	121.11	104.38	16.73	15.6%	2.88	2.7%	17%	False	False	362,874,089
40	122.12	104.38	17.74	16.6%	2.08	1.9%	16%	False	False	274,030,085
60	122.12	104.38	17.74	16.6%	1.74	1.6%	16%	False	False	239,790,583

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	True
Stretch	0.61
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.61
2.618	116.33
1.618	113.71
1.000	112.09
0.618	111.09
HIGH	109.47
0.618	108.47
0.500	108.16
0.382	107.85
LOW	106.85
0.618	105.23
1.000	104.23
1.618	102.61
2.618	99.99
4.250	95.72

Fisher Pivots for day following 26-May-2010
Pivot	1 day	3 day
R1	108.16	107.09
PP	107.83	107.01
S1	107.50	106.93

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

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