SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	130.15	130.09	-0.06	0.0%	134.77
High	131.42	130.36	-1.06	-0.8%	134.92
Low	130.08	128.87	-1.21	-0.9%	130.08
Close	130.42	129.05	-1.37	-1.1%	130.42
Range	1.34	1.49	0.15	11.2%	4.84
ATR	1.54	1.54	0.00	0.0%	0.00
Volume	234,627,484	179,870,969	-54,756,515	-23.3%	776,232,359

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.90	132.96	129.87
R3	132.41	131.47	129.46
R2	130.92	130.92	129.32
R1	129.98	129.98	129.19	129.71
PP	129.43	129.43	129.43	129.29
S1	128.49	128.49	128.91	128.22
S2	127.94	127.94	128.78
S3	126.45	127.00	128.64
S4	124.96	125.51	128.23

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	128.87	6.05	4.7%	1.67	1.3%	3%	False	True	191,220,665
10	134.92	128.87	6.05	4.7%	1.54	1.2%	3%	False	True	170,056,636
20	136.11	128.87	7.24	5.6%	1.50	1.2%	2%	False	True	160,345,182
40	137.18	128.87	8.31	6.4%	1.35	1.0%	2%	False	True	155,753,620
60	137.18	125.28	11.90	9.2%	1.34	1.0%	32%	False	False	165,274,175
80	137.18	125.28	11.90	9.2%	1.37	1.1%	32%	False	False	169,584,155
100	137.18	125.28	11.90	9.2%	1.32	1.0%	32%	False	False	164,257,136
120	137.18	123.75	13.43	10.4%	1.23	1.0%	39%	False	False	155,622,064

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 3 trading days

Fibonacci Retracements and Extensions
4.250	136.69
2.618	134.26
1.618	132.77
1.000	131.85
0.618	131.28
HIGH	130.36
0.618	129.79
0.500	129.62
0.382	129.44
LOW	128.87
0.618	127.95
1.000	127.38
1.618	126.46
2.618	124.97
4.250	122.54

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	129.62	130.56
PP	129.43	130.05
S1	129.24	129.55

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

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