SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	130.20	131.14	0.94	0.7%	126.62
High	130.93	132.18	1.25	1.0%	129.81
Low	129.63	130.71	1.08	0.8%	126.19
Close	130.72	131.97	1.25	1.0%	126.81
Range	1.30	1.47	0.17	13.1%	3.62
ATR	1.65	1.63	-0.01	-0.8%	0.00
Volume	244,177,156	223,393,859	-20,783,297	-8.5%	940,761,431

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.03	135.47	132.78
R3	134.56	134.00	132.37
R2	133.09	133.09	132.24
R1	132.53	132.53	132.10	132.81
PP	131.62	131.62	131.62	131.76
S1	131.06	131.06	131.84	131.34
S2	130.15	130.15	131.70
S3	128.68	129.59	131.57
S4	127.21	128.12	131.16

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	132.18	126.62	5.56	4.2%	1.53	1.2%	96%	True	False	175,869,435
10	132.18	126.19	5.99	4.5%	1.60	1.2%	96%	True	False	196,843,096
20	132.18	126.19	5.99	4.5%	1.53	1.2%	96%	True	False	204,663,395
40	136.11	126.19	9.92	7.5%	1.55	1.2%	58%	False	False	182,954,613
60	137.18	126.19	10.99	8.3%	1.40	1.1%	53%	False	False	169,999,969
80	137.18	125.28	11.90	9.0%	1.38	1.0%	56%	False	False	175,627,464
100	137.18	125.28	11.90	9.0%	1.39	1.1%	56%	False	False	174,906,507
120	137.18	125.28	11.90	9.0%	1.34	1.0%	56%	False	False	169,473,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.43
2.618	136.03
1.618	134.56
1.000	133.65
0.618	133.09
HIGH	132.18
0.618	131.62
0.500	131.45
0.382	131.27
LOW	130.71
0.618	129.80
1.000	129.24
1.618	128.33
2.618	126.86
4.250	124.46

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	131.80	131.39
PP	131.62	130.81
S1	131.45	130.23

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

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