SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2011

Day Change Summary
	Previous	Current
	20-Jun-2011	21-Jun-2011	Change	Change %	Previous Week
Open	126.62	128.36	1.74	1.4%	127.89
High	127.97	129.70	1.73	1.4%	129.77
Low	126.58	127.75	1.17	0.9%	126.32
Close	127.70	129.45	1.75	1.4%	127.05
Range	1.39	1.95	0.56	40.3%	3.45
ATR	1.59	1.62	0.03	1.8%	0.00
Volume	159,358,813	192,756,719	33,397,906	21.0%	1,185,741,548

Daily Pivots for day following 21-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.82	134.08	130.52
R3	132.87	132.13	129.99
R2	130.92	130.92	129.81
R1	130.18	130.18	129.63	130.55
PP	128.97	128.97	128.97	129.15
S1	128.23	128.23	129.27	128.60
S2	127.02	127.02	129.09
S3	125.07	126.28	128.91
S4	123.12	124.33	128.38

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	129.70	126.32	3.38	2.6%	1.79	1.4%	93%	True	False	239,094,675
10	129.93	126.32	3.61	2.8%	1.52	1.2%	87%	False	False	213,570,861
20	134.92	126.32	8.60	6.6%	1.49	1.1%	36%	False	False	191,496,183
40	137.18	126.32	10.86	8.4%	1.47	1.1%	29%	False	False	172,796,712
60	137.18	126.32	10.86	8.4%	1.32	1.0%	29%	False	False	161,671,482
80	137.18	125.28	11.90	9.2%	1.40	1.1%	35%	False	False	176,397,744
100	137.18	125.28	11.90	9.2%	1.37	1.1%	35%	False	False	172,310,041
120	137.18	125.28	11.90	9.2%	1.31	1.0%	35%	False	False	165,093,774

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	137.99
2.618	134.81
1.618	132.86
1.000	131.65
0.618	130.91
HIGH	129.70
0.618	128.96
0.500	128.73
0.382	128.49
LOW	127.75
0.618	126.54
1.000	125.80
1.618	124.59
2.618	122.64
4.250	119.46

Fisher Pivots for day following 21-Jun-2011
Pivot	1 day	3 day
R1	129.21	129.01
PP	128.97	128.58
S1	128.73	128.14

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

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