SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	112.28	111.83	-0.45	-0.4%	110.52
High	112.33	112.13	-0.20	-0.2%	112.42
Low	111.05	111.37	0.32	0.3%	109.40
Close	112.14	111.73	-0.41	-0.4%	111.73
Range	1.28	0.76	-0.52	-40.6%	3.02
ATR	2.42	2.30	-0.12	-4.9%	0.00
Volume	263,072,554	173,821,764	-89,250,790	-33.9%	1,097,666,651

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.02	113.64	112.15
R3	113.26	112.88	111.94
R2	112.50	112.50	111.87
R1	112.12	112.12	111.80	111.93
PP	111.74	111.74	111.74	111.65
S1	111.36	111.36	111.66	111.17
S2	110.98	110.98	111.59
S3	110.22	110.60	111.52
S4	109.46	109.84	111.31

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.24	119.01	113.39
R3	117.22	115.99	112.56
R2	114.20	114.20	112.28
R1	112.97	112.97	112.01	113.58
PP	111.18	111.18	111.18	111.49
S1	109.95	109.95	111.45	110.56
S2	108.16	108.16	111.18
S3	105.14	106.93	110.90
S4	102.12	103.91	110.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.42	109.40	3.02	2.7%	1.40	1.3%	77%	False	False	219,533,330
10	112.42	104.65	7.77	7.0%	1.82	1.6%	91%	False	False	251,903,836
20	112.42	104.38	8.04	7.2%	2.19	2.0%	91%	False	False	288,551,444
40	122.12	104.38	17.74	15.9%	2.40	2.2%	41%	False	False	312,267,565
60	122.12	104.38	17.74	15.9%	2.00	1.8%	41%	False	False	265,443,940
80	122.12	104.38	17.74	15.9%	1.76	1.6%	41%	False	False	242,310,585

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	115.36
2.618	114.12
1.618	113.36
1.000	112.89
0.618	112.60
HIGH	112.13
0.618	111.84
0.500	111.75
0.382	111.66
LOW	111.37
0.618	110.90
1.000	110.61
1.618	110.14
2.618	109.38
4.250	108.14

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	111.75	111.74
PP	111.74	111.73
S1	111.74	111.73

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

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