SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	107.20	105.57	-1.63	-1.5%	108.35
High	107.61	106.83	-0.78	-0.7%	111.06
Low	105.41	104.65	-0.76	-0.7%	106.47
Close	105.49	106.62	1.13	1.1%	106.82
Range	2.20	2.18	-0.02	-0.9%	4.60
ATR	2.76	2.72	-0.04	-1.5%	0.00
Volume	264,302,565	357,539,060	93,236,495	35.3%	1,139,492,717

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	112.57	111.78	107.82
R3	110.39	109.60	107.22
R2	108.21	108.21	107.02
R1	107.42	107.42	106.82	107.82
PP	106.03	106.03	106.03	106.23
S1	105.24	105.24	106.42	105.64
S2	103.85	103.85	106.22
S3	101.67	103.06	106.02
S4	99.49	100.88	105.42

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	104.65	6.41	6.0%	2.31	2.2%	31%	False	True	296,778,818
10	111.06	104.38	6.68	6.3%	2.41	2.3%	34%	False	False	310,412,478
20	117.68	104.38	13.30	12.5%	2.45	2.3%	17%	False	False	330,639,814
40	122.12	104.38	17.74	16.6%	2.34	2.2%	13%	False	False	304,920,363
60	122.12	104.38	17.74	16.6%	1.92	1.8%	13%	False	False	258,456,899

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	0.62
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.10
2.618	112.54
1.618	110.36
1.000	109.01
0.618	108.18
HIGH	106.83
0.618	106.00
0.500	105.74
0.382	105.48
LOW	104.65
0.618	103.30
1.000	102.47
1.618	101.12
2.618	98.94
4.250	95.39

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	106.33	106.99
PP	106.03	106.87
S1	105.74	106.74

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

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