SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	131.42	132.03	0.61	0.5%	133.56
High	132.94	133.24	0.30	0.2%	135.03
Low	131.38	131.78	0.40	0.3%	132.12
Close	132.39	133.00	0.61	0.5%	133.61
Range	1.56	1.46	-0.10	-6.4%	2.91
ATR	1.47	1.47	0.00	0.0%	0.00
Volume	146,773,969	162,814,141	16,040,172	10.9%	763,841,234

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.05	136.49	133.80
R3	135.59	135.03	133.40
R2	134.13	134.13	133.27
R1	133.57	133.57	133.13	133.85
PP	132.67	132.67	132.67	132.82
S1	132.11	132.11	132.87	132.39
S2	131.21	131.21	132.73
S3	129.75	130.65	132.60
S4	128.29	129.19	132.20

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.32	140.87	135.21
R3	139.41	137.96	134.41
R2	136.50	136.50	134.14
R1	135.05	135.05	133.88	135.78
PP	133.59	133.59	133.59	133.95
S1	132.14	132.14	133.34	132.87
S2	130.68	130.68	133.08
S3	127.77	129.23	132.81
S4	124.86	126.32	132.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.68	131.38	3.30	2.5%	1.49	1.1%	49%	False	False	160,129,037
10	135.34	131.38	3.96	3.0%	1.47	1.1%	41%	False	False	154,475,578
20	137.18	131.38	5.80	4.4%	1.48	1.1%	28%	False	False	156,150,744
40	137.18	129.51	7.67	5.8%	1.25	0.9%	46%	False	False	148,805,597
60	137.18	125.28	11.90	8.9%	1.35	1.0%	65%	False	False	168,972,983
80	137.18	125.28	11.90	8.9%	1.33	1.0%	65%	False	False	165,565,027
100	137.18	125.28	11.90	8.9%	1.29	1.0%	65%	False	False	161,306,733
120	137.18	122.41	14.77	11.1%	1.20	0.9%	72%	False	False	153,485,822

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.45
2.618	137.06
1.618	135.60
1.000	134.70
0.618	134.14
HIGH	133.24
0.618	132.68
0.500	132.51
0.382	132.34
LOW	131.78
0.618	130.88
1.000	130.32
1.618	129.42
2.618	127.96
4.250	125.58

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	132.84	132.77
PP	132.67	132.54
S1	132.51	132.31

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

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