SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	108.35	108.08	-0.27	-0.2%	108.52
High	109.95	110.34	0.39	0.4%	110.80
Low	107.37	107.51	0.14	0.1%	104.38
Close	107.53	110.33	2.80	2.6%	109.37
Range	2.58	2.83	0.25	9.7%	6.42
ATR	2.79	2.79	0.00	0.1%	0.00
Volume	277,440,250	240,017,261	-37,422,989	-13.5%	1,611,872,120

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.89	116.94	111.89
R3	115.05	114.11	111.11
R2	112.22	112.22	110.85
R1	111.28	111.28	110.59	111.75
PP	109.39	109.39	109.39	109.63
S1	108.45	108.45	110.07	108.92
S2	106.56	106.56	109.81
S3	103.73	105.62	109.55
S4	100.90	102.78	108.77

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	110.80	106.85	3.95	3.6%	2.38	2.2%	88%	False	False	292,873,588
10	112.77	104.38	8.39	7.6%	2.60	2.4%	71%	False	False	355,355,434
20	117.80	104.38	13.42	12.2%	3.01	2.7%	44%	False	False	368,327,948
40	122.12	104.38	17.74	16.1%	2.22	2.0%	34%	False	False	288,469,461
60	122.12	104.38	17.74	16.1%	1.84	1.7%	34%	False	False	248,769,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122.37
2.618	117.75
1.618	114.92
1.000	113.17
0.618	112.09
HIGH	110.34
0.618	109.26
0.500	108.92
0.382	108.59
LOW	107.51
0.618	105.76
1.000	104.68
1.618	102.93
2.618	100.10
4.250	95.48

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	109.86	109.90
PP	109.39	109.47
S1	108.92	109.05

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

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