SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	127.85	129.97	2.12	1.7%	133.16
High	129.26	132.03	2.77	2.1%	133.93
Low	127.78	129.93	2.15	1.7%	128.16
Close	129.07	131.97	2.90	2.2%	128.16
Range	1.48	2.10	0.62	41.9%	5.77
ATR	1.89	1.97	0.08	4.1%	0.00
Volume	163,779,281	184,036,109	20,256,828	12.4%	764,090,343

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.61	136.89	133.13
R3	135.51	134.79	132.55
R2	133.41	133.41	132.36
R1	132.69	132.69	132.16	133.05
PP	131.31	131.31	131.31	131.49
S1	130.59	130.59	131.78	130.95
S2	129.21	129.21	131.59
S3	127.11	128.49	131.39
S4	125.01	126.39	130.82

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	132.45	127.14	5.31	4.0%	2.13	1.6%	91%	False	False	199,885,774
10	133.93	127.14	6.79	5.1%	2.06	1.6%	71%	False	False	182,174,278
20	136.87	127.14	9.73	7.4%	1.95	1.5%	50%	False	False	193,322,984
40	141.66	127.14	14.52	11.0%	1.65	1.2%	33%	False	False	171,899,048
60	142.21	127.14	15.07	11.4%	1.52	1.1%	32%	False	False	163,173,129
80	142.21	127.14	15.07	11.4%	1.40	1.1%	32%	False	False	157,995,809
100	142.21	127.14	15.07	11.4%	1.36	1.0%	32%	False	False	155,705,321
120	142.21	120.03	22.18	16.8%	1.36	1.0%	54%	False	False	154,598,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.61
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140.96
2.618	137.53
1.618	135.43
1.000	134.13
0.618	133.33
HIGH	132.03
0.618	131.23
0.500	130.98
0.382	130.73
LOW	129.93
0.618	128.63
1.000	127.83
1.618	126.53
2.618	124.43
4.250	121.01

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	131.64	131.18
PP	131.31	130.38
S1	130.98	129.59

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

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