SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	111.83	113.12	1.29	1.2%	110.52
High	112.13	113.20	1.07	1.0%	112.42
Low	111.37	110.79	-0.58	-0.5%	109.40
Close	111.73	111.41	-0.32	-0.3%	111.73
Range	0.76	2.41	1.65	217.1%	3.02
ATR	2.30	2.31	0.01	0.3%	0.00
Volume	173,821,764	212,870,284	39,048,520	22.5%	1,097,666,651

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119.03	117.63	112.74
R3	116.62	115.22	112.07
R2	114.21	114.21	111.85
R1	112.81	112.81	111.63	112.31
PP	111.80	111.80	111.80	111.55
S1	110.40	110.40	111.19	109.90
S2	109.39	109.39	110.97
S3	106.98	107.99	110.75
S4	104.57	105.58	110.08

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	113.20	110.09	3.11	2.8%	1.54	1.4%	42%	True	False	220,711,680
10	113.20	104.65	8.55	7.7%	1.84	1.7%	79%	True	False	246,760,608
20	113.20	104.38	8.82	7.9%	2.11	1.9%	80%	True	False	274,163,674
40	122.12	104.38	17.74	15.9%	2.43	2.2%	40%	False	False	313,157,652
60	122.12	104.38	17.74	15.9%	2.01	1.8%	40%	False	False	265,271,647
80	122.12	104.38	17.74	15.9%	1.77	1.6%	40%	False	False	241,733,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123.44
2.618	119.51
1.618	117.10
1.000	115.61
0.618	114.69
HIGH	113.20
0.618	112.28
0.500	112.00
0.382	111.71
LOW	110.79
0.618	109.30
1.000	108.38
1.618	106.89
2.618	104.48
4.250	100.55

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	112.00	112.00
PP	111.80	111.80
S1	111.61	111.61

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

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