SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	129.97	133.47	3.50	2.7%	133.16
High	132.03	133.53	1.50	1.1%	133.93
Low	129.93	131.78	1.85	1.4%	128.16
Close	131.97	132.05	0.08	0.1%	128.16
Range	2.10	1.75	-0.35	-16.7%	5.77
ATR	1.97	1.95	-0.02	-0.8%	0.00
Volume	184,036,109	184,639,547	603,438	0.3%	764,090,343

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.70	136.63	133.01
R3	135.95	134.88	132.53
R2	134.20	134.20	132.37
R1	133.13	133.13	132.21	132.79
PP	132.45	132.45	132.45	132.29
S1	131.38	131.38	131.89	131.04
S2	130.70	130.70	131.73
S3	128.95	129.63	131.57
S4	127.20	127.88	131.09

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	133.53	127.14	6.39	4.8%	2.05	1.6%	77%	True	False	197,606,653
10	133.93	127.14	6.79	5.1%	1.98	1.5%	72%	False	False	180,165,865
20	136.87	127.14	9.73	7.4%	1.93	1.5%	50%	False	False	191,521,839
40	141.66	127.14	14.52	11.0%	1.67	1.3%	34%	False	False	172,680,247
60	142.21	127.14	15.07	11.4%	1.51	1.1%	33%	False	False	163,184,872
80	142.21	127.14	15.07	11.4%	1.41	1.1%	33%	False	False	158,858,133
100	142.21	127.14	15.07	11.4%	1.36	1.0%	33%	False	False	155,754,844
120	142.21	120.03	22.18	16.8%	1.36	1.0%	54%	False	False	154,152,784

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.97
2.618	138.11
1.618	136.36
1.000	135.28
0.618	134.61
HIGH	133.53
0.618	132.86
0.500	132.66
0.382	132.45
LOW	131.78
0.618	130.70
1.000	130.03
1.618	128.95
2.618	127.20
4.250	124.34

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	132.66	131.59
PP	132.45	131.12
S1	132.25	130.66

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

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