SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	107.24	107.86	0.62	0.6%	108.35
High	108.28	109.28	1.00	0.9%	111.06
Low	105.60	106.77	1.17	1.1%	106.47
Close	106.05	109.15	3.10	2.9%	106.82
Range	2.68	2.51	-0.17	-6.3%	4.60
ATR	2.72	2.76	0.04	1.3%	0.00
Volume	267,757,004	317,710,040	49,953,036	18.7%	1,139,492,717

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.93	115.05	110.53
R3	113.42	112.54	109.84
R2	110.91	110.91	109.61
R1	110.03	110.03	109.38	110.47
PP	108.40	108.40	108.40	108.62
S1	107.52	107.52	108.92	107.96
S2	105.89	105.89	108.69
S3	103.38	105.01	108.46
S4	100.87	102.50	107.77

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	109.33	104.65	4.68	4.3%	2.49	2.3%	96%	False	False	320,574,503
10	111.06	104.65	6.41	5.9%	2.32	2.1%	70%	False	False	294,475,429
20	117.68	104.38	13.30	12.2%	2.51	2.3%	36%	False	False	332,430,753
40	122.12	104.38	17.74	16.3%	2.41	2.2%	27%	False	False	312,421,589
60	122.12	104.38	17.74	16.3%	1.97	1.8%	27%	False	False	262,963,091

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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119.95
2.618	115.85
1.618	113.34
1.000	111.79
0.618	110.83
HIGH	109.28
0.618	108.32
0.500	108.03
0.382	107.73
LOW	106.77
0.618	105.22
1.000	104.26
1.618	102.71
2.618	100.20
4.250	96.10

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	108.78	108.42
PP	108.40	107.69
S1	108.03	106.97

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

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