SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	131.96	130.15	-1.81	-1.4%	134.77
High	132.24	131.42	-0.82	-0.6%	134.92
Low	130.96	130.08	-0.88	-0.7%	130.08
Close	131.73	130.42	-1.31	-1.0%	130.42
Range	1.28	1.34	0.06	4.7%	4.84
ATR	1.53	1.54	0.01	0.6%	0.00
Volume	200,396,781	234,627,484	34,230,703	17.1%	776,232,359

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.66	133.88	131.16
R3	133.32	132.54	130.79
R2	131.98	131.98	130.67
R1	131.20	131.20	130.54	131.59
PP	130.64	130.64	130.64	130.84
S1	129.86	129.86	130.30	130.25
S2	129.30	129.30	130.17
S3	127.96	128.52	130.05
S4	126.62	127.18	129.68

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.33	143.21	133.08
R3	141.49	138.37	131.75
R2	136.65	136.65	131.31
R1	133.53	133.53	130.86	132.67
PP	131.81	131.81	131.81	131.38
S1	128.69	128.69	129.98	127.83
S2	126.97	126.97	129.53
S3	122.13	123.85	129.09
S4	117.29	119.01	127.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.92	130.08	4.84	3.7%	1.55	1.2%	7%	False	True	179,417,085
10	134.92	130.08	4.84	3.7%	1.52	1.2%	7%	False	True	169,773,061
20	136.11	130.08	6.03	4.6%	1.55	1.2%	6%	False	True	162,316,882
40	137.18	129.51	7.67	5.9%	1.35	1.0%	12%	False	False	155,528,273
60	137.18	125.28	11.90	9.1%	1.34	1.0%	43%	False	False	167,296,894
80	137.18	125.28	11.90	9.1%	1.36	1.0%	43%	False	False	169,164,418
100	137.18	125.28	11.90	9.1%	1.31	1.0%	43%	False	False	163,560,259
120	137.18	123.75	13.43	10.3%	1.23	0.9%	50%	False	False	155,236,700

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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.12
2.618	134.93
1.618	133.59
1.000	132.76
0.618	132.25
HIGH	131.42
0.618	130.91
0.500	130.75
0.382	130.59
LOW	130.08
0.618	129.25
1.000	128.74
1.618	127.91
2.618	126.57
4.250	124.39

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	130.75	132.50
PP	130.64	131.81
S1	130.53	131.11

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

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