SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	111.42	112.28	0.86	0.8%	107.20
High	112.42	112.33	-0.09	-0.1%	109.75
Low	111.20	111.05	-0.15	-0.1%	104.65
Close	111.96	112.14	0.18	0.2%	109.68
Range	1.22	1.28	0.06	4.9%	5.10
ATR	2.51	2.42	-0.09	-3.5%	0.00
Volume	216,124,134	263,072,554	46,948,420	21.7%	1,421,371,715

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	115.68	115.19	112.84
R3	114.40	113.91	112.49
R2	113.12	113.12	112.37
R1	112.63	112.63	112.26	112.24
PP	111.84	111.84	111.84	111.64
S1	111.35	111.35	112.02	110.96
S2	110.56	110.56	111.91
S3	109.28	110.07	111.79
S4	108.00	108.79	111.44

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	112.42	108.12	4.30	3.8%	1.57	1.4%	93%	False	False	227,581,586
10	112.42	104.65	7.77	6.9%	2.03	1.8%	96%	False	False	274,078,045
20	112.42	104.38	8.04	7.2%	2.27	2.0%	97%	False	False	306,320,461
40	122.12	104.38	17.74	15.8%	2.44	2.2%	44%	False	False	313,899,736
60	122.12	104.38	17.74	15.8%	2.00	1.8%	44%	False	False	265,814,772
80	122.12	104.38	17.74	15.8%	1.76	1.6%	44%	False	False	242,339,948

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.77
2.618	115.68
1.618	114.40
1.000	113.61
0.618	113.12
HIGH	112.33
0.618	111.84
0.500	111.69
0.382	111.54
LOW	111.05
0.618	110.26
1.000	109.77
1.618	108.98
2.618	107.70
4.250	105.61

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	111.99	111.85
PP	111.84	111.55
S1	111.69	111.26

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

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