SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	131.14	132.09	0.95	0.7%	126.89
High	132.18	134.10	1.92	1.5%	134.10
Low	130.71	131.78	1.07	0.8%	126.64
Close	131.97	133.92	1.95	1.5%	133.92
Range	1.47	2.32	0.85	57.8%	7.46
ATR	1.63	1.68	0.05	3.0%	0.00
Volume	223,393,859	202,368,594	-21,025,265	-9.4%	995,184,843

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.23	139.39	135.20
R3	137.91	137.07	134.56
R2	135.59	135.59	134.35
R1	134.75	134.75	134.13	135.17
PP	133.27	133.27	133.27	133.48
S1	132.43	132.43	133.71	132.85
S2	130.95	130.95	133.49
S3	128.63	130.11	133.28
S4	126.31	127.79	132.64

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	153.93	151.39	138.02
R3	146.47	143.93	135.97
R2	139.01	139.01	135.29
R1	136.47	136.47	134.60	137.74
PP	131.55	131.55	131.55	132.19
S1	129.01	129.01	133.24	130.28
S2	124.09	124.09	132.55
S3	116.63	121.55	131.87
S4	109.17	114.09	129.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.10	126.64	7.46	5.6%	1.65	1.2%	98%	True	False	199,036,968
10	134.10	126.19	7.91	5.9%	1.70	1.3%	98%	True	False	193,594,627
20	134.10	126.19	7.91	5.9%	1.58	1.2%	98%	True	False	203,050,451
40	136.11	126.19	9.92	7.4%	1.56	1.2%	78%	False	False	182,683,667
60	137.18	126.19	10.99	8.2%	1.43	1.1%	70%	False	False	171,368,999
80	137.18	125.28	11.90	8.9%	1.40	1.0%	73%	False	False	176,235,283
100	137.18	125.28	11.90	8.9%	1.41	1.1%	73%	False	False	175,941,624
120	137.18	125.28	11.90	8.9%	1.35	1.0%	73%	False	False	170,141,958

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	0.39
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	143.96
2.618	140.17
1.618	137.85
1.000	136.42
0.618	135.53
HIGH	134.10
0.618	133.21
0.500	132.94
0.382	132.67
LOW	131.78
0.618	130.35
1.000	129.46
1.618	128.03
2.618	125.71
4.250	121.92

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	133.59	133.24
PP	133.27	132.55
S1	132.94	131.87

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

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