SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	132.53	132.34	-0.19	-0.1%	128.39
High	133.36	134.00	0.64	0.5%	133.53
Low	131.62	131.98	0.36	0.3%	127.14
Close	132.07	133.47	1.40	1.1%	133.10
Range	1.74	2.02	0.28	16.1%	6.39
ATR	1.98	1.99	0.00	0.1%	0.00
Volume	172,097,359	230,551,219	58,453,860	34.0%	878,713,875

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.21	138.36	134.58
R3	137.19	136.34	134.03
R2	135.17	135.17	133.84
R1	134.32	134.32	133.66	134.75
PP	133.15	133.15	133.15	133.36
S1	132.30	132.30	133.28	132.73
S2	131.13	131.13	133.10
S3	129.11	130.28	132.91
S4	127.09	128.26	132.36

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%	2.08	1.6%	75%	False	False	179,578,112
10	134.25	127.14	7.11	5.3%	2.07	1.6%	89%	False	False	188,592,382
20	134.25	127.14	7.11	5.3%	2.05	1.5%	89%	False	False	192,342,846
40	141.66	127.14	14.52	10.9%	1.74	1.3%	44%	False	False	176,573,239
60	142.21	127.14	15.07	11.3%	1.61	1.2%	42%	False	False	166,318,935
80	142.21	127.14	15.07	11.3%	1.47	1.1%	42%	False	False	159,947,997
100	142.21	127.14	15.07	11.3%	1.40	1.1%	42%	False	False	157,847,334
120	142.21	124.23	17.98	13.5%	1.36	1.0%	51%	False	False	153,121,604

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	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142.59
2.618	139.29
1.618	137.27
1.000	136.02
0.618	135.25
HIGH	134.00
0.618	133.23
0.500	132.99
0.382	132.75
LOW	131.98
0.618	130.73
1.000	129.96
1.618	128.71
2.618	126.69
4.250	123.40

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	133.31	133.17
PP	133.15	132.88
S1	132.99	132.58

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

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