SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	133.58	135.08	1.50	1.1%	134.17
High	134.73	136.25	1.52	1.1%	134.26
Low	133.28	134.37	1.09	0.8%	131.16
Close	134.40	135.70	1.30	1.0%	134.14
Range	1.45	1.88	0.43	29.7%	3.10
ATR	1.89	1.89	0.00	-0.1%	0.00
Volume	131,254,500	137,277,156	6,022,656	4.6%	923,410,547

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.08	140.27	136.73
R3	139.20	138.39	136.22
R2	137.32	137.32	136.04
R1	136.51	136.51	135.87	136.92
PP	135.44	135.44	135.44	135.64
S1	134.63	134.63	135.53	135.04
S2	133.56	133.56	135.36
S3	131.68	132.75	135.18
S4	129.80	130.87	134.67

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	136.25	131.62	4.63	3.4%	1.65	1.2%	88%	True	False	168,102,396
10	136.25	129.93	6.32	4.7%	1.88	1.4%	91%	True	False	170,442,962
20	136.25	127.14	9.11	6.7%	1.96	1.4%	94%	True	False	176,976,573
40	141.66	127.14	14.52	10.7%	1.76	1.3%	59%	False	False	174,686,457
60	142.21	127.14	15.07	11.1%	1.64	1.2%	57%	False	False	167,317,321
80	142.21	127.14	15.07	11.1%	1.49	1.1%	57%	False	False	160,831,084
100	142.21	127.14	15.07	11.1%	1.40	1.0%	57%	False	False	157,367,192
120	142.21	124.73	17.48	12.9%	1.37	1.0%	63%	False	False	154,294,209

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	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.24
2.618	141.17
1.618	139.29
1.000	138.13
0.618	137.41
HIGH	136.25
0.618	135.53
0.500	135.31
0.382	135.09
LOW	134.37
0.618	133.21
1.000	132.49
1.618	131.33
2.618	129.45
4.250	126.38

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	135.57	135.36
PP	135.44	135.02
S1	135.31	134.68

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

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