SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	131.79	132.53	0.74	0.6%	128.39
High	133.01	133.36	0.35	0.3%	133.53
Low	131.16	131.62	0.46	0.4%	127.14
Close	132.92	132.07	-0.85	-0.6%	133.10
Range	1.85	1.74	-0.11	-5.9%	6.39
ATR	2.00	1.98	-0.02	-0.9%	0.00
Volume	181,802,250	172,097,359	-9,704,891	-5.3%	878,713,875

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.57	136.56	133.03
R3	135.83	134.82	132.55
R2	134.09	134.09	132.39
R1	133.08	133.08	132.23	132.72
PP	132.35	132.35	132.35	132.17
S1	131.34	131.34	131.91	130.98
S2	130.61	130.61	131.75
S3	128.87	129.60	131.59
S4	127.13	127.86	131.11

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.43	148.15	136.61
R3	144.04	141.76	134.86
R2	137.65	137.65	134.27
R1	135.37	135.37	133.69	136.51
PP	131.26	131.26	131.26	131.83
S1	128.98	128.98	132.51	130.12
S2	124.87	124.87	131.93
S3	118.48	122.59	131.34
S4	112.09	116.20	129.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.25	131.16	3.09	2.3%	2.03	1.5%	29%	False	False	170,395,778
10	134.25	127.14	7.11	5.4%	2.08	1.6%	69%	False	False	185,140,776
20	134.55	127.14	7.41	5.6%	2.03	1.5%	67%	False	False	191,168,732
40	141.66	127.14	14.52	11.0%	1.71	1.3%	34%	False	False	173,903,826
60	142.21	127.14	15.07	11.4%	1.59	1.2%	33%	False	False	164,504,113
80	142.21	127.14	15.07	11.4%	1.45	1.1%	33%	False	False	158,740,568
100	142.21	127.14	15.07	11.4%	1.40	1.1%	33%	False	False	156,833,968
120	142.21	122.75	19.46	14.7%	1.36	1.0%	48%	False	False	152,818,262

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	0.45
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	140.76
2.618	137.92
1.618	136.18
1.000	135.10
0.618	134.44
HIGH	133.36
0.618	132.70
0.500	132.49
0.382	132.28
LOW	131.62
0.618	130.54
1.000	129.88
1.618	128.80
2.618	127.06
4.250	124.23

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	132.49	132.71
PP	132.35	132.49
S1	132.21	132.28

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

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