SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	126.89	128.45	1.56	1.2%	126.62
High	128.43	129.63	1.20	0.9%	129.81
Low	126.64	128.27	1.63	1.3%	126.19
Close	127.94	129.61	1.67	1.3%	126.81
Range	1.79	1.36	-0.43	-24.0%	3.62
ATR	1.67	1.67	0.00	0.1%	0.00
Volume	166,815,000	158,430,234	-8,384,766	-5.0%	940,761,431

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.25	132.79	130.36
R3	131.89	131.43	129.98
R2	130.53	130.53	129.86
R1	130.07	130.07	129.73	130.30
PP	129.17	129.17	129.17	129.29
S1	128.71	128.71	129.49	128.94
S2	127.81	127.81	129.36
S3	126.45	127.35	129.24
S4	125.09	125.99	128.86

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	2.8%	1.71	1.3%	94%	False	False	182,778,226
10	129.81	126.19	3.62	2.8%	1.75	1.4%	94%	False	False	210,936,450
20	134.92	126.19	8.73	6.7%	1.61	1.2%	39%	False	False	200,136,798
40	136.19	126.19	10.00	7.7%	1.55	1.2%	34%	False	False	179,259,105
60	137.18	126.19	10.99	8.5%	1.38	1.1%	31%	False	False	165,898,601
80	137.18	125.28	11.90	9.2%	1.40	1.1%	36%	False	False	174,670,533
100	137.18	125.28	11.90	9.2%	1.38	1.1%	36%	False	False	172,699,877
120	137.18	125.28	11.90	9.2%	1.34	1.0%	36%	False	False	167,897,123

Crabel Price Patterns
NR	True
NR4	True
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	0.44
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135.41
2.618	133.19
1.618	131.83
1.000	130.99
0.618	130.47
HIGH	129.63
0.618	129.11
0.500	128.95
0.382	128.79
LOW	128.27
0.618	127.43
1.000	126.91
1.618	126.07
2.618	124.71
4.250	122.49

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	129.39	129.12
PP	129.17	128.62
S1	128.95	128.13

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

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