SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	110.52	110.28	-0.24	-0.2%	107.20
High	111.12	112.10	0.98	0.9%	109.75
Low	109.40	110.09	0.69	0.6%	104.65
Close	109.51	112.00	2.49	2.3%	109.68
Range	1.72	2.01	0.29	16.9%	5.10
ATR	2.61	2.61	0.00	0.0%	0.00
Volume	206,978,534	237,669,665	30,691,131	14.8%	1,421,371,715

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.43	116.72	113.11
R3	115.42	114.71	112.55
R2	113.41	113.41	112.37
R1	112.70	112.70	112.18	113.06
PP	111.40	111.40	111.40	111.57
S1	110.69	110.69	111.82	111.05
S2	109.39	109.39	111.63
S3	107.38	108.68	111.45
S4	105.37	106.67	110.89

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	112.10	105.60	6.50	5.8%	2.11	1.9%	98%	True	False	248,835,657
10	112.10	104.65	7.45	6.7%	2.21	2.0%	99%	True	False	272,807,238
20	115.22	104.38	10.84	9.7%	2.43	2.2%	70%	False	False	320,087,109
40	122.12	104.38	17.74	15.8%	2.43	2.2%	43%	False	False	310,675,878
60	122.12	104.38	17.74	15.8%	2.00	1.8%	43%	False	False	263,941,147

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	0.60
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120.64
2.618	117.36
1.618	115.35
1.000	114.11
0.618	113.34
HIGH	112.10
0.618	111.33
0.500	111.10
0.382	110.86
LOW	110.09
0.618	108.85
1.000	108.08
1.618	106.84
2.618	104.83
4.250	101.55

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	111.70	111.37
PP	111.40	110.74
S1	111.10	110.11

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

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