SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	129.70	128.76	-0.94	-0.7%	134.77
High	130.07	129.19	-0.88	-0.7%	134.92
Low	128.85	128.18	-0.67	-0.5%	130.08
Close	128.96	128.42	-0.54	-0.4%	130.42
Range	1.22	1.01	-0.21	-17.2%	4.84
ATR	1.52	1.48	-0.04	-2.4%	0.00
Volume	161,598,703	198,395,172	36,796,469	22.8%	776,232,359

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.63	131.03	128.98
R3	130.62	130.02	128.70
R2	129.61	129.61	128.61
R1	129.01	129.01	128.51	128.81
PP	128.60	128.60	128.60	128.49
S1	128.00	128.00	128.33	127.80
S2	127.59	127.59	128.23
S3	126.58	126.99	128.14
S4	125.57	125.98	127.86

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	132.24	128.18	4.06	3.2%	1.27	1.0%	6%	False	True	194,977,821
10	134.92	128.18	6.74	5.2%	1.45	1.1%	4%	False	True	174,653,838
20	135.69	128.18	7.51	5.8%	1.50	1.2%	3%	False	True	166,978,212
40	137.18	128.18	9.00	7.0%	1.33	1.0%	3%	False	True	158,024,135
60	137.18	125.28	11.90	9.3%	1.32	1.0%	26%	False	False	163,601,759
80	137.18	125.28	11.90	9.3%	1.36	1.1%	26%	False	False	170,331,945
100	137.18	125.28	11.90	9.3%	1.32	1.0%	26%	False	False	165,493,874
120	137.18	123.75	13.43	10.5%	1.23	1.0%	35%	False	False	156,060,687

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	0.27
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133.48
2.618	131.83
1.618	130.82
1.000	130.20
0.618	129.81
HIGH	129.19
0.618	128.80
0.500	128.69
0.382	128.57
LOW	128.18
0.618	127.56
1.000	127.17
1.618	126.55
2.618	125.54
4.250	123.89

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	128.69	129.27
PP	128.60	128.99
S1	128.51	128.70

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

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