SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	127.16	128.27	1.11	0.9%	126.62
High	128.64	128.37	-0.27	-0.2%	129.81
Low	126.19	126.62	0.43	0.3%	126.19
Close	128.30	126.81	-1.49	-1.2%	126.81
Range	2.45	1.75	-0.70	-28.6%	3.62
ATR	1.65	1.66	0.01	0.4%	0.00
Volume	326,720,188	86,530,930	-240,189,258	-73.5%	940,761,431

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.52	131.41	127.77
R3	130.77	129.66	127.29
R2	129.02	129.02	127.13
R1	127.91	127.91	126.97	127.59
PP	127.27	127.27	127.27	127.11
S1	126.16	126.16	126.65	125.84
S2	125.52	125.52	126.49
S3	123.77	124.41	126.33
S4	122.02	122.66	125.85

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.46	136.26	128.80
R3	134.84	132.64	127.81
R2	131.22	131.22	127.47
R1	129.02	129.02	127.14	130.12
PP	127.60	127.60	127.60	128.16
S1	125.40	125.40	126.48	126.50
S2	123.98	123.98	126.15
S3	120.36	121.78	125.81
S4	116.74	118.16	124.82

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	2.9%	1.75	1.4%	17%	False	False	188,152,286
10	129.81	126.19	3.62	2.9%	1.65	1.3%	17%	False	False	212,650,297
20	134.92	126.19	8.73	6.9%	1.56	1.2%	7%	False	False	198,145,480
40	137.18	126.19	10.99	8.7%	1.52	1.2%	6%	False	False	177,148,112
60	137.18	126.19	10.99	8.7%	1.36	1.1%	6%	False	False	165,252,225
80	137.18	125.28	11.90	9.4%	1.40	1.1%	13%	False	False	176,266,107
100	137.18	125.28	11.90	9.4%	1.37	1.1%	13%	False	False	172,081,117
120	137.18	125.28	11.90	9.4%	1.33	1.1%	13%	False	False	167,446,524

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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.81
2.618	132.95
1.618	131.20
1.000	130.12
0.618	129.45
HIGH	128.37
0.618	127.70
0.500	127.50
0.382	127.29
LOW	126.62
0.618	125.54
1.000	124.87
1.618	123.79
2.618	122.04
4.250	119.18

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	127.50	128.00
PP	127.27	127.60
S1	127.04	127.21

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

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