SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	128.77	128.85	0.08	0.1%	130.09
High	129.93	128.93	-1.00	-0.8%	130.36
Low	128.46	127.26	-1.20	-0.9%	127.26
Close	129.40	127.60	-1.80	-1.4%	127.60
Range	1.47	1.67	0.20	13.6%	3.10
ATR	1.48	1.53	0.05	3.2%	0.00
Volume	160,864,844	238,591,516	77,726,672	48.3%	939,321,204

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.94	131.94	128.52
R3	131.27	130.27	128.06
R2	129.60	129.60	127.91
R1	128.60	128.60	127.75	128.27
PP	127.93	127.93	127.93	127.76
S1	126.93	126.93	127.45	126.60
S2	126.26	126.26	127.29
S3	124.59	125.26	127.14
S4	122.92	123.59	126.68

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.71	135.75	129.31
R3	134.61	132.65	128.45
R2	131.51	131.51	128.17
R1	129.55	129.55	127.88	128.98
PP	128.41	128.41	128.41	128.12
S1	126.45	126.45	127.32	125.88
S2	125.31	125.31	127.03
S3	122.21	123.35	126.75
S4	119.11	120.25	125.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.36	127.26	3.10	2.4%	1.37	1.1%	11%	False	True	187,864,240
10	134.92	127.26	7.66	6.0%	1.46	1.1%	4%	False	True	183,640,663
20	135.34	127.26	8.08	6.3%	1.47	1.2%	4%	False	True	169,058,120
40	137.18	127.26	9.92	7.8%	1.36	1.1%	3%	False	True	159,931,277
60	137.18	127.10	10.08	7.9%	1.27	1.0%	5%	False	False	156,527,291
80	137.18	125.28	11.90	9.3%	1.38	1.1%	19%	False	False	172,562,920
100	137.18	125.28	11.90	9.3%	1.34	1.0%	19%	False	False	167,170,057
120	137.18	123.98	13.20	10.3%	1.25	1.0%	27%	False	False	156,728,112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	136.03
2.618	133.30
1.618	131.63
1.000	130.60
0.618	129.96
HIGH	128.93
0.618	128.29
0.500	128.10
0.382	127.90
LOW	127.26
0.618	126.23
1.000	125.59
1.618	124.56
2.618	122.89
4.250	120.16

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	128.10	128.60
PP	127.93	128.26
S1	127.77	127.93

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

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