SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	130.09	129.70	-0.39	-0.3%	134.77
High	130.36	130.07	-0.29	-0.2%	134.92
Low	128.87	128.85	-0.02	0.0%	130.08
Close	129.05	128.96	-0.09	-0.1%	130.42
Range	1.49	1.22	-0.27	-18.1%	4.84
ATR	1.54	1.52	-0.02	-1.5%	0.00
Volume	179,870,969	161,598,703	-18,272,266	-10.2%	776,232,359

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.95	132.18	129.63
R3	131.73	130.96	129.30
R2	130.51	130.51	129.18
R1	129.74	129.74	129.07	129.52
PP	129.29	129.29	129.29	129.18
S1	128.52	128.52	128.85	128.30
S2	128.07	128.07	128.74
S3	126.85	127.30	128.62
S4	125.63	126.08	128.29

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	128.85	6.07	4.7%	1.70	1.3%	2%	False	True	190,627,246
10	134.92	128.85	6.07	4.7%	1.45	1.1%	2%	False	True	169,421,505
20	136.11	128.85	7.26	5.6%	1.51	1.2%	2%	False	True	162,727,907
40	137.18	128.85	8.33	6.5%	1.34	1.0%	1%	False	True	156,098,062
60	137.18	125.28	11.90	9.2%	1.33	1.0%	31%	False	False	164,210,766
80	137.18	125.28	11.90	9.2%	1.37	1.1%	31%	False	False	169,572,820
100	137.18	125.28	11.90	9.2%	1.32	1.0%	31%	False	False	164,799,676
120	137.18	123.75	13.43	10.4%	1.23	1.0%	39%	False	False	155,743,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135.26
2.618	133.26
1.618	132.04
1.000	131.29
0.618	130.82
HIGH	130.07
0.618	129.60
0.500	129.46
0.382	129.32
LOW	128.85
0.618	128.10
1.000	127.63
1.618	126.88
2.618	125.66
4.250	123.67

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	129.46	130.14
PP	129.29	129.74
S1	129.13	129.35

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

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