SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	128.87	128.26	-0.61	-0.5%	130.09
High	129.77	129.30	-0.47	-0.4%	130.36
Low	128.82	126.68	-2.14	-1.7%	127.26
Close	129.32	127.02	-2.30	-1.8%	127.60
Range	0.95	2.62	1.67	175.8%	3.10
ATR	1.55	1.62	0.08	5.1%	0.00
Volume	160,409,688	300,654,375	140,244,687	87.4%	939,321,204

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.53	133.89	128.46
R3	132.91	131.27	127.74
R2	130.29	130.29	127.50
R1	128.65	128.65	127.26	128.16
PP	127.67	127.67	127.67	127.42
S1	126.03	126.03	126.78	125.54
S2	125.05	125.05	126.54
S3	122.43	123.41	126.30
S4	119.81	120.79	125.58

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	129.93	126.68	3.25	2.6%	1.58	1.2%	10%	False	True	208,498,887
10	132.24	126.68	5.56	4.4%	1.42	1.1%	6%	False	True	201,738,354
20	135.03	126.68	8.35	6.6%	1.47	1.2%	4%	False	True	176,621,729
40	137.18	126.68	10.50	8.3%	1.38	1.1%	3%	False	True	162,465,718
60	137.18	126.68	10.50	8.3%	1.29	1.0%	3%	False	True	156,620,802
80	137.18	125.28	11.90	9.4%	1.41	1.1%	15%	False	False	175,980,628
100	137.18	125.28	11.90	9.4%	1.35	1.1%	15%	False	False	168,815,446
120	137.18	125.04	12.14	9.6%	1.27	1.0%	16%	False	False	159,648,165

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	0.33
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	140.44
2.618	136.16
1.618	133.54
1.000	131.92
0.618	130.92
HIGH	129.30
0.618	128.30
0.500	127.99
0.382	127.68
LOW	126.68
0.618	125.06
1.000	124.06
1.618	122.44
2.618	119.82
4.250	115.55

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	127.99	128.23
PP	127.67	127.82
S1	127.34	127.42

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

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