SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	132.34	133.38	1.04	0.8%	134.17
High	134.00	134.26	0.26	0.2%	134.26
Low	131.98	133.10	1.12	0.8%	131.16
Close	133.47	134.14	0.67	0.5%	134.14
Range	2.02	1.16	-0.86	-42.6%	3.10
ATR	1.99	1.93	-0.06	-3.0%	0.00
Volume	230,551,219	169,331,750	-61,219,469	-26.6%	923,410,547

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.31	136.89	134.78
R3	136.15	135.73	134.46
R2	134.99	134.99	134.35
R1	134.57	134.57	134.25	134.78
PP	133.83	133.83	133.83	133.94
S1	133.41	133.41	134.03	133.62
S2	132.67	132.67	133.93
S3	131.51	132.25	133.82
S4	130.35	131.09	133.50

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.49	141.41	135.85
R3	139.39	138.31	134.99
R2	136.29	136.29	134.71
R1	135.21	135.21	134.42	134.20
PP	133.19	133.19	133.19	132.68
S1	132.11	132.11	133.86	131.10
S2	130.09	130.09	133.57
S3	126.99	129.01	133.29
S4	123.89	125.91	132.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.26	131.16	3.10	2.3%	1.95	1.5%	96%	True	False	184,682,109
10	134.26	127.14	7.12	5.3%	1.85	1.4%	98%	True	False	180,212,442
20	134.26	127.14	7.12	5.3%	1.99	1.5%	98%	True	False	188,419,210
40	141.66	127.14	14.52	10.8%	1.72	1.3%	48%	False	False	175,841,615
60	142.21	127.14	15.07	11.2%	1.62	1.2%	46%	False	False	167,102,124
80	142.21	127.14	15.07	11.2%	1.47	1.1%	46%	False	False	160,513,275
100	142.21	127.14	15.07	11.2%	1.41	1.0%	46%	False	False	158,511,977
120	142.21	124.73	17.48	13.0%	1.36	1.0%	54%	False	False	153,539,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	139.19
2.618	137.30
1.618	136.14
1.000	135.42
0.618	134.98
HIGH	134.26
0.618	133.82
0.500	133.68
0.382	133.54
LOW	133.10
0.618	132.38
1.000	131.94
1.618	131.22
2.618	130.06
4.250	128.17

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	133.99	133.74
PP	133.83	133.34
S1	133.68	132.94

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

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