SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	108.19	110.52	2.33	2.2%	107.20
High	109.75	111.12	1.37	1.2%	109.75
Low	108.12	109.40	1.28	1.2%	104.65
Close	109.68	109.51	-0.17	-0.2%	109.68
Range	1.63	1.72	0.09	5.5%	5.10
ATR	2.67	2.61	-0.07	-2.5%	0.00
Volume	214,063,046	206,978,534	-7,084,512	-3.3%	1,421,371,715

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.17	114.06	110.46
R3	113.45	112.34	109.98
R2	111.73	111.73	109.82
R1	110.62	110.62	109.67	110.31
PP	110.01	110.01	110.01	109.86
S1	108.90	108.90	109.35	108.59
S2	108.29	108.29	109.19
S3	106.57	107.18	109.04
S4	104.85	105.46	108.56

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	111.12	104.65	6.47	5.9%	2.14	2.0%	75%	True	False	272,809,536
10	111.12	104.65	6.47	5.9%	2.27	2.1%	75%	True	False	276,784,296
20	115.22	104.38	10.84	9.9%	2.46	2.2%	47%	False	False	324,488,818
40	122.12	104.38	17.74	16.2%	2.42	2.2%	29%	False	False	310,174,961
60	122.12	104.38	17.74	16.2%	2.00	1.8%	29%	False	False	263,755,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.43
2.618	115.62
1.618	113.90
1.000	112.84
0.618	112.18
HIGH	111.12
0.618	110.46
0.500	110.26
0.382	110.06
LOW	109.40
0.618	108.34
1.000	107.68
1.618	106.62
2.618	104.90
4.250	102.09

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	110.26	109.32
PP	110.01	109.13
S1	109.76	108.95

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

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