SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	113.12	111.41	-1.71	-1.5%	110.52
High	113.20	111.90	-1.30	-1.1%	112.42
Low	110.79	109.41	-1.38	-1.2%	109.40
Close	111.41	109.57	-1.84	-1.7%	111.73
Range	2.41	2.49	0.08	3.3%	3.02
ATR	2.31	2.32	0.01	0.6%	0.00
Volume	212,870,284	239,063,142	26,192,858	12.3%	1,097,666,651

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	117.76	116.16	110.94
R3	115.27	113.67	110.25
R2	112.78	112.78	110.03
R1	111.18	111.18	109.80	110.74
PP	110.29	110.29	110.29	110.07
S1	108.69	108.69	109.34	108.25
S2	107.80	107.80	109.11
S3	105.31	106.20	108.89
S4	102.82	103.71	108.20

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	109.41	3.79	3.5%	1.63	1.5%	4%	False	True	220,990,375
10	113.20	105.60	7.60	6.9%	1.87	1.7%	52%	False	False	234,913,016
20	113.20	104.38	8.82	8.0%	2.14	2.0%	59%	False	False	272,662,747
40	121.33	104.38	16.95	15.5%	2.47	2.3%	31%	False	False	315,550,439
60	122.12	104.38	17.74	16.2%	2.03	1.9%	29%	False	False	265,828,938
80	122.12	104.38	17.74	16.2%	1.78	1.6%	29%	False	False	242,554,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122.48
2.618	118.42
1.618	115.93
1.000	114.39
0.618	113.44
HIGH	111.90
0.618	110.95
0.500	110.66
0.382	110.36
LOW	109.41
0.618	107.87
1.000	106.92
1.618	105.38
2.618	102.89
4.250	98.83

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	110.66	111.31
PP	110.29	110.73
S1	109.93	110.15

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

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