SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	103.92	103.15	-0.77	-0.7%	113.12
High	104.88	103.49	-1.39	-1.3%	113.20
Low	102.88	101.13	-1.75	-1.7%	106.77
Close	103.22	102.76	-0.46	-0.4%	107.87
Range	2.00	2.36	0.36	18.0%	6.43
ATR	2.25	2.26	0.01	0.4%	0.00
Volume	283,331,310	382,652,840	99,321,530	35.1%	1,212,480,697

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	109.54	108.51	104.06
R3	107.18	106.15	103.41
R2	104.82	104.82	103.19
R1	103.79	103.79	102.98	103.13
PP	102.46	102.46	102.46	102.13
S1	101.43	101.43	102.54	100.77
S2	100.10	100.10	102.33
S3	97.74	99.07	102.11
S4	95.38	96.71	101.46

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	108.42	101.13	7.29	7.1%	1.94	1.9%	22%	False	True	289,187,769
10	113.20	101.13	12.07	11.7%	1.86	1.8%	14%	False	True	259,452,848
20	113.20	101.13	12.07	11.7%	1.95	1.9%	14%	False	True	266,765,447
40	117.68	101.13	16.55	16.1%	2.47	2.4%	10%	False	True	314,989,819
60	122.12	101.13	20.99	20.4%	2.13	2.1%	8%	False	True	281,935,315
80	122.12	101.13	20.99	20.4%	1.87	1.8%	8%	False	True	254,168,885

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.52
2.618	109.67
1.618	107.31
1.000	105.85
0.618	104.95
HIGH	103.49
0.618	102.59
0.500	102.31
0.382	102.03
LOW	101.13
0.618	99.67
1.000	98.77
1.618	97.31
2.618	94.95
4.250	91.10

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	102.61	103.60
PP	102.46	103.32
S1	102.31	103.04

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

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