SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	127.06	127.93	0.87	0.7%	127.89
High	127.97	127.94	-0.03	0.0%	129.77
Low	126.32	126.62	0.30	0.2%	126.32
Close	127.30	127.05	-0.25	-0.2%	127.05
Range	1.65	1.32	-0.33	-20.0%	3.45
ATR	1.63	1.60	-0.02	-1.3%	0.00
Volume	307,850,188	234,853,281	-72,996,907	-23.7%	1,185,741,548

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.16	130.43	127.78
R3	129.84	129.11	127.41
R2	128.52	128.52	127.29
R1	127.79	127.79	127.17	127.50
PP	127.20	127.20	127.20	127.06
S1	126.47	126.47	126.93	126.18
S2	125.88	125.88	126.81
S3	124.56	125.15	126.69
S4	123.24	123.83	126.32

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.06	136.01	128.95
R3	134.61	132.56	128.00
R2	131.16	131.16	127.68
R1	129.11	129.11	127.37	128.41
PP	127.71	127.71	127.71	127.37
S1	125.66	125.66	126.73	124.96
S2	124.26	124.26	126.42
S3	120.81	122.21	126.10
S4	117.36	118.76	125.15

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%	1.55	1.2%	21%	False	False	237,148,309
10	130.36	126.32	4.04	3.2%	1.46	1.1%	18%	False	False	212,506,275
20	134.92	126.32	8.60	6.8%	1.49	1.2%	8%	False	False	191,139,668
40	137.18	126.32	10.86	8.5%	1.42	1.1%	7%	False	False	169,035,167
60	137.18	126.32	10.86	8.5%	1.30	1.0%	7%	False	False	161,036,111
80	137.18	125.28	11.90	9.4%	1.39	1.1%	15%	False	False	177,016,446
100	137.18	125.28	11.90	9.4%	1.35	1.1%	15%	False	False	171,432,277
120	137.18	125.28	11.90	9.4%	1.28	1.0%	15%	False	False	163,103,053

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133.55
2.618	131.40
1.618	130.08
1.000	129.26
0.618	128.76
HIGH	127.94
0.618	127.44
0.500	127.28
0.382	127.12
LOW	126.62
0.618	125.80
1.000	125.30
1.618	124.48
2.618	123.16
4.250	121.01

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	127.28	127.81
PP	127.20	127.56
S1	127.13	127.30

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

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