SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	128.39	127.85	-0.54	-0.4%	133.16
High	128.74	129.26	0.52	0.4%	133.93
Low	127.14	127.78	0.64	0.5%	128.16
Close	128.10	129.07	0.97	0.8%	128.16
Range	1.60	1.48	-0.12	-7.5%	5.77
ATR	1.92	1.89	-0.03	-1.6%	0.00
Volume	202,447,172	163,779,281	-38,667,891	-19.1%	764,090,343

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	133.14	132.59	129.88
R3	131.66	131.11	129.48
R2	130.18	130.18	129.34
R1	129.63	129.63	129.21	129.91
PP	128.70	128.70	128.70	128.84
S1	128.15	128.15	128.93	128.43
S2	127.22	127.22	128.80
S3	125.74	126.67	128.66
S4	124.26	125.19	128.26

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	133.69	127.14	6.55	5.1%	2.15	1.7%	29%	False	False	195,530,209
10	133.93	127.14	6.79	5.3%	2.03	1.6%	28%	False	False	183,510,184
20	136.87	127.14	9.73	7.5%	1.93	1.5%	20%	False	False	194,781,343
40	141.66	127.14	14.52	11.2%	1.66	1.3%	13%	False	False	173,177,709
60	142.21	127.14	15.07	11.7%	1.49	1.2%	13%	False	False	161,837,544
80	142.21	127.14	15.07	11.7%	1.38	1.1%	13%	False	False	157,792,722
100	142.21	127.14	15.07	11.7%	1.35	1.0%	13%	False	False	155,052,385
120	142.21	120.03	22.18	17.2%	1.37	1.1%	41%	False	False	155,103,581

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	0.70
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135.55
2.618	133.13
1.618	131.65
1.000	130.74
0.618	130.17
HIGH	129.26
0.618	128.69
0.500	128.52
0.382	128.35
LOW	127.78
0.618	126.87
1.000	126.30
1.618	125.39
2.618	123.91
4.250	121.49

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	128.89	129.32
PP	128.70	129.24
S1	128.52	129.15

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

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