SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	132.09	133.78	1.69	1.3%	126.89
High	134.10	134.08	-0.02	0.0%	134.10
Low	131.78	133.39	1.61	1.2%	126.64
Close	133.92	133.81	-0.11	-0.1%	133.92
Range	2.32	0.69	-1.63	-70.3%	7.46
ATR	1.68	1.61	-0.07	-4.2%	0.00
Volume	202,368,594	166,070,703	-36,297,891	-17.9%	995,184,843

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.83	135.51	134.19
R3	135.14	134.82	134.00
R2	134.45	134.45	133.94
R1	134.13	134.13	133.87	134.29
PP	133.76	133.76	133.76	133.84
S1	133.44	133.44	133.75	133.60
S2	133.07	133.07	133.68
S3	132.38	132.75	133.62
S4	131.69	132.06	133.43

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	128.27	5.83	4.4%	1.43	1.1%	95%	False	False	198,888,109
10	134.10	126.19	7.91	5.9%	1.63	1.2%	96%	False	False	194,265,816
20	134.10	126.19	7.91	5.9%	1.54	1.2%	96%	False	False	202,360,438
40	136.11	126.19	9.92	7.4%	1.52	1.1%	77%	False	False	181,352,810
60	137.18	126.19	10.99	8.2%	1.42	1.1%	69%	False	False	171,289,226
80	137.18	125.28	11.90	8.9%	1.39	1.0%	72%	False	False	174,545,741
100	137.18	125.28	11.90	8.9%	1.40	1.0%	72%	False	False	176,139,412
120	137.18	125.28	11.90	8.9%	1.35	1.0%	72%	False	False	170,607,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	137.01
2.618	135.89
1.618	135.20
1.000	134.77
0.618	134.51
HIGH	134.08
0.618	133.82
0.500	133.74
0.382	133.65
LOW	133.39
0.618	132.96
1.000	132.70
1.618	132.27
2.618	131.58
4.250	130.46

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	133.79	133.34
PP	133.76	132.87
S1	133.74	132.41

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

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