SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	106.02	103.92	-2.10	-2.0%	113.12
High	106.07	104.88	-1.19	-1.1%	113.20
Low	103.55	102.88	-0.67	-0.6%	106.77
Close	104.21	103.22	-0.99	-1.0%	107.87
Range	2.52	2.00	-0.52	-20.6%	6.43
ATR	2.27	2.25	-0.02	-0.8%	0.00
Volume	373,324,870	283,331,310	-89,993,560	-24.1%	1,212,480,697

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	109.66	108.44	104.32
R3	107.66	106.44	103.77
R2	105.66	105.66	103.59
R1	104.44	104.44	103.40	104.05
PP	103.66	103.66	103.66	103.47
S1	102.44	102.44	103.04	102.05
S2	101.66	101.66	102.85
S3	99.66	100.44	102.67
S4	97.66	98.44	102.12

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.57	124.65	111.40
R3	122.14	118.22	109.64
R2	115.71	115.71	109.05
R1	111.79	111.79	108.46	110.53
PP	109.28	109.28	109.28	108.65
S1	105.36	105.36	107.28	104.10
S2	102.85	102.85	106.69
S3	96.42	98.93	106.10
S4	89.99	92.50	104.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.83	102.88	5.95	5.8%	1.81	1.8%	6%	False	True	266,317,546
10	113.20	102.88	10.32	10.0%	1.75	1.7%	3%	False	True	247,494,820
20	113.20	102.88	10.32	10.0%	1.90	1.8%	3%	False	True	258,956,372
40	117.80	102.88	14.92	14.5%	2.45	2.4%	2%	False	True	313,642,160
60	122.12	102.88	19.24	18.6%	2.11	2.0%	2%	False	True	278,631,765
80	122.12	102.88	19.24	18.6%	1.85	1.8%	2%	False	True	251,316,090

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.38
2.618	110.12
1.618	108.12
1.000	106.88
0.618	106.12
HIGH	104.88
0.618	104.12
0.500	103.88
0.382	103.64
LOW	102.88
0.618	101.64
1.000	100.88
1.618	99.64
2.618	97.64
4.250	94.38

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	103.88	105.60
PP	103.66	104.81
S1	103.44	104.01

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

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