SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	111.41	109.64	-1.77	-1.6%	110.52
High	111.90	110.03	-1.87	-1.7%	112.42
Low	109.41	108.48	-0.93	-0.9%	109.40
Close	109.57	109.23	-0.34	-0.3%	111.73
Range	2.49	1.55	-0.94	-37.8%	3.02
ATR	2.32	2.27	-0.06	-2.4%	0.00
Volume	239,063,142	254,532,725	15,469,583	6.5%	1,097,666,651

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	113.90	113.11	110.08
R3	112.35	111.56	109.66
R2	110.80	110.80	109.51
R1	110.01	110.01	109.37	109.63
PP	109.25	109.25	109.25	109.06
S1	108.46	108.46	109.09	108.08
S2	107.70	107.70	108.95
S3	106.15	106.91	108.80
S4	104.60	105.36	108.38

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	108.48	4.72	4.3%	1.70	1.6%	16%	False	True	228,672,093
10	113.20	106.77	6.43	5.9%	1.76	1.6%	38%	False	False	233,590,588
20	113.20	104.65	8.55	7.8%	2.05	1.9%	54%	False	False	265,595,383
40	121.11	104.38	16.73	15.3%	2.43	2.2%	29%	False	False	313,024,509
60	122.12	104.38	17.74	16.2%	2.04	1.9%	27%	False	False	267,830,602
80	122.12	104.38	17.74	16.2%	1.79	1.6%	27%	False	False	243,891,393

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.62
2.618	114.09
1.618	112.54
1.000	111.58
0.618	110.99
HIGH	110.03
0.618	109.44
0.500	109.26
0.382	109.07
LOW	108.48
0.618	107.52
1.000	106.93
1.618	105.97
2.618	104.42
4.250	101.89

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	109.26	110.84
PP	109.25	110.30
S1	109.24	109.77

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

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