SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	103.64	103.13	-0.51	-0.5%	108.03
High	104.37	106.24	1.87	1.8%	108.32
Low	101.88	103.02	1.14	1.1%	101.13
Close	102.87	106.11	3.24	3.1%	102.20
Range	2.49	3.22	0.73	29.3%	7.19
ATR	2.24	2.32	0.08	3.6%	0.00
Volume	255,795,175	253,435,807	-2,359,368	-0.9%	1,441,517,714

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.78	113.67	107.88
R3	111.56	110.45	106.99
R2	108.34	108.34	106.70
R1	107.23	107.23	106.40	107.78
PP	105.12	105.12	105.12	105.40
S1	104.01	104.01	105.81	104.56
S2	101.90	101.90	105.52
S3	98.68	100.79	105.22
S4	95.46	97.57	104.34

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	106.24	101.13	5.11	4.8%	2.37	2.2%	97%	True	False	281,701,363
10	110.03	101.13	8.90	8.4%	2.05	1.9%	56%	False	False	271,129,596
20	113.20	101.13	12.07	11.4%	1.96	1.8%	41%	False	False	253,021,306
40	117.68	101.13	16.55	15.6%	2.20	2.1%	30%	False	False	291,830,560
60	122.12	101.13	20.99	19.8%	2.21	2.1%	24%	False	False	287,620,678
80	122.12	101.13	20.99	19.8%	1.93	1.8%	24%	False	False	257,098,000

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	0.40
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	119.93
2.618	114.67
1.618	111.45
1.000	109.46
0.618	108.23
HIGH	106.24
0.618	105.01
0.500	104.63
0.382	104.25
LOW	103.02
0.618	101.03
1.000	99.80
1.618	97.81
2.618	94.59
4.250	89.34

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	105.62	105.38
PP	105.12	104.66
S1	104.63	103.93

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

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