SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	131.71	129.41	-2.30	-1.7%	133.16
High	132.45	131.50	-0.95	-0.7%	133.93
Low	130.34	128.16	-2.18	-1.7%	128.16
Close	131.47	128.16	-3.31	-2.5%	128.16
Range	2.11	3.34	1.23	58.3%	5.77
ATR	1.84	1.94	0.11	5.8%	0.00
Volume	196,035,156	253,131,156	57,096,000	29.1%	764,090,343

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.29	137.07	130.00
R3	135.95	133.73	129.08
R2	132.61	132.61	128.77
R1	130.39	130.39	128.47	129.83
PP	129.27	129.27	129.27	129.00
S1	127.05	127.05	127.85	126.49
S2	125.93	125.93	127.55
S3	122.59	123.71	127.24
S4	119.25	120.37	126.32

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.39	143.55	131.33
R3	141.62	137.78	129.75
R2	135.85	135.85	129.22
R1	132.01	132.01	128.69	131.05
PP	130.08	130.08	130.08	129.60
S1	126.24	126.24	127.63	125.28
S2	124.31	124.31	127.10
S3	118.54	120.47	126.57
S4	112.77	114.70	124.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.93	128.16	5.77	4.5%	2.30	1.8%	0%	False	True	179,908,284
10	133.93	128.16	5.77	4.5%	2.14	1.7%	0%	False	True	196,625,978
20	139.30	128.16	11.14	8.7%	1.95	1.5%	0%	False	True	192,543,649
40	141.66	128.16	13.50	10.5%	1.66	1.3%	0%	False	True	170,644,177
60	142.21	128.16	14.05	11.0%	1.47	1.1%	0%	False	True	159,727,287
80	142.21	128.16	14.05	11.0%	1.37	1.1%	0%	False	True	156,805,316
100	142.21	127.72	14.49	11.3%	1.33	1.0%	3%	False	False	153,653,839
120	142.21	120.03	22.18	17.3%	1.37	1.1%	37%	False	False	155,588,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.70
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	145.70
2.618	140.24
1.618	136.90
1.000	134.84
0.618	133.56
HIGH	131.50
0.618	130.22
0.500	129.83
0.382	129.44
LOW	128.16
0.618	126.10
1.000	124.82
1.618	122.76
2.618	119.42
4.250	113.97

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	129.83	130.93
PP	129.27	130.00
S1	128.72	129.08

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

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