SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	132.03	133.37	1.34	1.0%	131.98
High	133.24	133.87	0.63	0.5%	133.87
Low	131.78	132.96	1.18	0.9%	131.38
Close	133.00	133.51	0.51	0.4%	133.51
Range	1.46	0.91	-0.55	-37.7%	2.49
ATR	1.47	1.43	-0.04	-2.7%	0.00
Volume	162,814,141	120,853,070	-41,961,071	-25.8%	744,463,040

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.18	135.75	134.01
R3	135.27	134.84	133.76
R2	134.36	134.36	133.68
R1	133.93	133.93	133.59	134.15
PP	133.45	133.45	133.45	133.55
S1	133.02	133.02	133.43	133.24
S2	132.54	132.54	133.34
S3	131.63	132.11	133.26
S4	130.72	131.20	133.01

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.39	139.44	134.88
R3	137.90	136.95	134.19
R2	135.41	135.41	133.97
R1	134.46	134.46	133.74	134.94
PP	132.92	132.92	132.92	133.16
S1	131.97	131.97	133.28	132.45
S2	130.43	130.43	133.05
S3	127.94	129.48	132.83
S4	125.45	126.99	132.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.87	131.38	2.49	1.9%	1.40	1.1%	86%	True	False	148,892,608
10	135.03	131.38	3.65	2.7%	1.39	1.0%	58%	False	False	150,830,427
20	137.18	131.38	5.80	4.3%	1.50	1.1%	37%	False	False	156,452,336
40	137.18	129.51	7.67	5.7%	1.26	0.9%	52%	False	False	148,512,973
60	137.18	125.28	11.90	8.9%	1.35	1.0%	69%	False	False	168,055,500
80	137.18	125.28	11.90	8.9%	1.33	1.0%	69%	False	False	165,605,125
100	137.18	125.28	11.90	8.9%	1.29	1.0%	69%	False	False	161,142,145
120	137.18	122.41	14.77	11.1%	1.20	0.9%	75%	False	False	153,640,565

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	137.74
2.618	136.25
1.618	135.34
1.000	134.78
0.618	134.43
HIGH	133.87
0.618	133.52
0.500	133.42
0.382	133.31
LOW	132.96
0.618	132.40
1.000	132.05
1.618	131.49
2.618	130.58
4.250	129.09

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	133.48	133.22
PP	133.45	132.92
S1	133.42	132.63

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

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