SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	129.41	128.39	-1.02	-0.8%	133.16
High	131.50	128.74	-2.76	-2.1%	133.93
Low	128.16	127.14	-1.02	-0.8%	128.16
Close	128.16	128.10	-0.06	0.0%	128.16
Range	3.34	1.60	-1.74	-52.1%	5.77
ATR	1.94	1.92	-0.02	-1.3%	0.00
Volume	253,131,156	202,447,172	-50,683,984	-20.0%	764,090,343

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	132.79	132.05	128.98
R3	131.19	130.45	128.54
R2	129.59	129.59	128.39
R1	128.85	128.85	128.25	128.42
PP	127.99	127.99	127.99	127.78
S1	127.25	127.25	127.95	126.82
S2	126.39	126.39	127.81
S3	124.79	125.65	127.66
S4	123.19	124.05	127.22

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	127.14	6.79	5.3%	2.40	1.9%	14%	False	True	193,307,503
10	133.93	127.14	6.79	5.3%	2.09	1.6%	14%	False	True	184,913,420
20	137.56	127.14	10.42	8.1%	1.92	1.5%	9%	False	True	192,977,055
40	141.66	127.14	14.52	11.3%	1.67	1.3%	7%	False	True	172,270,281
60	142.21	127.14	15.07	11.8%	1.48	1.2%	6%	False	True	161,154,941
80	142.21	127.14	15.07	11.8%	1.38	1.1%	6%	False	True	157,600,586
100	142.21	127.14	15.07	11.8%	1.34	1.0%	6%	False	True	154,527,292
120	142.21	120.03	22.18	17.3%	1.37	1.1%	36%	False	False	155,534,074

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	0.71
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135.54
2.618	132.93
1.618	131.33
1.000	130.34
0.618	129.73
HIGH	128.74
0.618	128.13
0.500	127.94
0.382	127.75
LOW	127.14
0.618	126.15
1.000	125.54
1.618	124.55
2.618	122.95
4.250	120.34

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	128.05	129.80
PP	127.99	129.23
S1	127.94	128.67

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

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