SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	128.26	127.06	-1.20	-0.9%	130.09
High	129.30	127.97	-1.33	-1.0%	130.36
Low	126.68	126.32	-0.36	-0.3%	127.26
Close	127.02	127.30	0.28	0.2%	127.60
Range	2.62	1.65	-0.97	-37.0%	3.10
ATR	1.62	1.63	0.00	0.1%	0.00
Volume	300,654,375	307,850,188	7,195,813	2.4%	939,321,204

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.15	131.37	128.21
R3	130.50	129.72	127.75
R2	128.85	128.85	127.60
R1	128.07	128.07	127.45	128.46
PP	127.20	127.20	127.20	127.39
S1	126.42	126.42	127.15	126.81
S2	125.55	125.55	127.00
S3	123.90	124.77	126.85
S4	122.25	123.12	126.39

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	129.77	126.32	3.45	2.7%	1.62	1.3%	28%	False	True	237,895,956
10	131.42	126.32	5.10	4.0%	1.46	1.1%	19%	False	True	212,483,695
20	135.03	126.32	8.71	6.8%	1.48	1.2%	11%	False	True	185,332,272
40	137.18	126.32	10.86	8.5%	1.40	1.1%	9%	False	True	167,057,530
60	137.18	126.32	10.86	8.5%	1.31	1.0%	9%	False	True	159,592,152
80	137.18	125.28	11.90	9.3%	1.40	1.1%	17%	False	False	176,918,644
100	137.18	125.28	11.90	9.3%	1.35	1.1%	17%	False	False	170,757,505
120	137.18	125.04	12.14	9.5%	1.28	1.0%	19%	False	False	161,629,812

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.98
2.618	132.29
1.618	130.64
1.000	129.62
0.618	128.99
HIGH	127.97
0.618	127.34
0.500	127.15
0.382	126.95
LOW	126.32
0.618	125.30
1.000	124.67
1.618	123.65
2.618	122.00
4.250	119.31

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	127.25	128.05
PP	127.20	127.80
S1	127.15	127.55

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

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