SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	110.65	108.61	-2.04	-1.8%	108.35
High	111.06	109.33	-1.73	-1.6%	111.06
Low	109.58	106.47	-3.12	-2.8%	106.47
Close	110.71	106.82	-3.89	-3.5%	106.82
Range	1.48	2.87	1.39	93.6%	4.60
ATR	2.70	2.81	0.11	4.1%	0.00
Volume	226,471,356	395,563,850	169,092,494	74.7%	1,139,492,717

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	116.13	114.34	108.40
R3	113.27	111.48	107.61
R2	110.40	110.40	107.35
R1	108.61	108.61	107.08	108.08
PP	107.54	107.54	107.54	107.27
S1	105.75	105.75	106.56	105.21
S2	104.67	104.67	106.29
S3	101.81	102.88	106.03
S4	98.94	100.02	105.24

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.90	118.96	109.35
R3	117.31	114.36	108.08
R2	112.71	112.71	107.66
R1	109.77	109.77	107.24	108.94
PP	108.12	108.12	108.12	107.70
S1	105.17	105.17	106.40	104.35
S2	103.52	103.52	105.98
S3	98.93	100.58	105.56
S4	94.33	95.98	104.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.06	106.47	4.60	4.3%	2.33	2.2%	8%	False	True	287,405,369
10	111.06	104.38	6.68	6.3%	2.56	2.4%	37%	False	False	325,199,051
20	117.68	104.38	13.30	12.5%	2.53	2.4%	18%	False	False	351,185,260
40	122.12	104.38	17.74	16.6%	2.26	2.1%	14%	False	False	295,446,944
60	122.12	104.38	17.74	16.6%	1.88	1.8%	14%	False	False	253,465,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121.51
2.618	116.83
1.618	113.97
1.000	112.20
0.618	111.10
HIGH	109.33
0.618	108.24
0.500	107.90
0.382	107.56
LOW	106.47
0.618	104.69
1.000	103.60
1.618	101.83
2.618	98.96
4.250	94.29

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	107.90	108.76
PP	107.54	108.12
S1	107.18	107.47

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

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