SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	128.45	130.20	1.75	1.4%	126.62
High	129.63	130.93	1.30	1.0%	129.81
Low	128.27	129.63	1.36	1.1%	126.19
Close	129.61	130.72	1.11	0.9%	126.81
Range	1.36	1.30	-0.06	-4.4%	3.62
ATR	1.67	1.65	-0.03	-1.5%	0.00
Volume	158,430,234	244,177,156	85,746,922	54.1%	940,761,431

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.33	133.82	131.44
R3	133.03	132.52	131.08
R2	131.73	131.73	130.96
R1	131.22	131.22	130.84	131.48
PP	130.43	130.43	130.43	130.55
S1	129.92	129.92	130.60	130.18
S2	129.13	129.13	130.48
S3	127.83	128.62	130.36
S4	126.53	127.32	130.01

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	130.93	126.19	4.74	3.6%	1.73	1.3%	96%	True	False	196,534,701
10	130.93	126.19	4.74	3.6%	1.62	1.2%	96%	True	False	205,288,729
20	132.24	126.19	6.05	4.6%	1.52	1.2%	75%	False	False	203,513,541
40	136.11	126.19	9.92	7.6%	1.56	1.2%	46%	False	False	181,938,791
60	137.18	126.19	10.99	8.4%	1.39	1.1%	41%	False	False	168,290,739
80	137.18	125.28	11.90	9.1%	1.39	1.1%	46%	False	False	175,015,457
100	137.18	125.28	11.90	9.1%	1.39	1.1%	46%	False	False	173,795,862
120	137.18	125.28	11.90	9.1%	1.34	1.0%	46%	False	False	168,911,927

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.39
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136.46
2.618	134.33
1.618	133.03
1.000	132.23
0.618	131.73
HIGH	130.93
0.618	130.43
0.500	130.28
0.382	130.13
LOW	129.63
0.618	128.83
1.000	128.33
1.618	127.53
2.618	126.23
4.250	124.11

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	130.57	130.08
PP	130.43	129.43
S1	130.28	128.79

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

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