SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	129.05	127.16	-1.89	-1.5%	127.89
High	129.81	128.64	-1.17	-0.9%	129.77
Low	128.59	126.19	-2.40	-1.9%	126.32
Close	128.67	128.30	-0.37	-0.3%	127.05
Range	1.22	2.45	1.23	100.8%	3.45
ATR	1.59	1.65	0.06	4.0%	0.00
Volume	175,394,781	326,720,188	151,325,407	86.3%	1,185,741,548

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.06	134.13	129.65
R3	132.61	131.68	128.97
R2	130.16	130.16	128.75
R1	129.23	129.23	128.52	129.70
PP	127.71	127.71	127.71	127.94
S1	126.78	126.78	128.08	127.25
S2	125.26	125.26	127.85
S3	122.81	124.33	127.63
S4	120.36	121.88	126.95

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	129.81	126.19	3.62	2.8%	1.67	1.3%	58%	False	True	217,816,756
10	129.81	126.19	3.62	2.8%	1.64	1.3%	58%	False	True	227,856,356
20	134.92	126.19	8.73	6.8%	1.54	1.2%	24%	False	True	201,959,641
40	137.18	126.19	10.99	8.6%	1.50	1.2%	19%	False	True	178,106,483
60	137.18	126.19	10.99	8.6%	1.34	1.0%	19%	False	True	166,071,218
80	137.18	125.28	11.90	9.3%	1.40	1.1%	25%	False	False	177,685,305
100	137.18	125.28	11.90	9.3%	1.37	1.1%	25%	False	False	172,885,021
120	137.18	125.28	11.90	9.3%	1.33	1.0%	25%	False	False	167,879,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	139.05
2.618	135.05
1.618	132.60
1.000	131.09
0.618	130.15
HIGH	128.64
0.618	127.70
0.500	127.42
0.382	127.13
LOW	126.19
0.618	124.68
1.000	123.74
1.618	122.23
2.618	119.78
4.250	115.78

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	128.01	128.20
PP	127.71	128.10
S1	127.42	128.00

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

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