SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	103.15	103.11	-0.04	0.0%	108.03
High	103.49	103.42	-0.07	-0.1%	108.32
Low	101.13	101.62	0.49	0.5%	101.13
Close	102.76	102.20	-0.56	-0.5%	102.20
Range	2.36	1.80	-0.56	-23.7%	7.19
ATR	2.26	2.22	-0.03	-1.4%	0.00
Volume	382,652,840	233,291,686	-149,361,154	-39.0%	1,441,517,714

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	107.81	106.81	103.19
R3	106.01	105.01	102.70
R2	104.21	104.21	102.53
R1	103.21	103.21	102.37	102.81
PP	102.41	102.41	102.41	102.22
S1	101.41	101.41	102.04	101.01
S2	100.61	100.61	101.87
S3	98.81	99.61	101.71
S4	97.01	97.81	101.21

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.45	121.02	106.15
R3	118.26	113.83	104.18
R2	111.07	111.07	103.52
R1	106.64	106.64	102.86	105.26
PP	103.88	103.88	103.88	103.20
S1	99.45	99.45	101.54	98.07
S2	96.69	96.69	100.88
S3	89.50	92.26	100.22
S4	82.31	85.07	98.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.32	101.13	7.19	7.0%	1.97	1.9%	15%	False	False	288,303,542
10	113.20	101.13	12.07	11.8%	1.97	1.9%	9%	False	False	265,399,841
20	113.20	101.13	12.07	11.8%	1.89	1.9%	9%	False	False	258,651,838
40	117.68	101.13	16.55	16.2%	2.21	2.2%	6%	False	False	304,918,549
60	122.12	101.13	20.99	20.5%	2.14	2.1%	5%	False	False	283,181,909
80	122.12	101.13	20.99	20.5%	1.88	1.8%	5%	False	False	254,761,854

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.07
2.618	108.13
1.618	106.33
1.000	105.22
0.618	104.53
HIGH	103.42
0.618	102.73
0.500	102.52
0.382	102.31
LOW	101.62
0.618	100.51
1.000	99.82
1.618	98.71
2.618	96.91
4.250	93.97

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	102.52	103.01
PP	102.41	102.74
S1	102.31	102.47

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

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