SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	107.86	108.19	0.33	0.3%	107.20
High	109.28	109.75	0.47	0.4%	109.75
Low	106.77	108.12	1.35	1.3%	104.65
Close	109.15	109.68	0.53	0.5%	109.68
Range	2.51	1.63	-0.88	-35.1%	5.10
ATR	2.76	2.67	-0.08	-2.9%	0.00
Volume	317,710,040	214,063,046	-103,646,994	-32.6%	1,421,371,715

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.07	113.51	110.58
R3	112.44	111.88	110.13
R2	110.81	110.81	109.98
R1	110.25	110.25	109.83	110.53
PP	109.18	109.18	109.18	109.33
S1	108.62	108.62	109.53	108.90
S2	107.55	107.55	109.38
S3	105.92	106.99	109.23
S4	104.29	105.36	108.78

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.33	121.60	112.49
R3	118.23	116.50	111.08
R2	113.13	113.13	110.62
R1	111.40	111.40	110.15	112.27
PP	108.03	108.03	108.03	108.46
S1	106.30	106.30	109.21	107.17
S2	102.93	102.93	108.75
S3	97.83	101.20	108.28
S4	92.73	96.10	106.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.75	104.65	5.10	4.6%	2.24	2.0%	99%	True	False	284,274,343
10	111.06	104.65	6.41	5.8%	2.28	2.1%	78%	False	False	285,839,856
20	115.33	104.38	10.95	10.0%	2.50	2.3%	48%	False	False	331,416,726
40	122.12	104.38	17.74	16.2%	2.44	2.2%	30%	False	False	314,159,993
60	122.12	104.38	17.74	16.2%	1.98	1.8%	30%	False	False	263,577,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.63
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116.68
2.618	114.02
1.618	112.39
1.000	111.38
0.618	110.76
HIGH	109.75
0.618	109.13
0.500	108.94
0.382	108.74
LOW	108.12
0.618	107.11
1.000	106.49
1.618	105.48
2.618	103.85
4.250	101.19

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	109.43	109.01
PP	109.18	108.34
S1	108.94	107.68

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

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