SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	135.64	133.13	-2.51	-1.9%	133.58
High	135.78	133.71	-2.07	-1.5%	136.25
Low	132.33	132.62	0.29	0.2%	132.33
Close	132.44	133.46	1.02	0.8%	133.46
Range	3.45	1.09	-2.36	-68.4%	3.92
ATR	2.00	1.95	-0.05	-2.6%	0.00
Volume	205,190,781	129,970,359	-75,220,422	-36.7%	810,073,296

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.53	136.09	134.06
R3	135.44	135.00	133.76
R2	134.35	134.35	133.66
R1	133.91	133.91	133.56	134.13
PP	133.26	133.26	133.26	133.38
S1	132.82	132.82	133.36	133.04
S2	132.17	132.17	133.26
S3	131.08	131.73	133.16
S4	129.99	130.64	132.86

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.77	143.54	135.62
R3	141.85	139.62	134.54
R2	137.93	137.93	134.18
R1	135.70	135.70	133.82	134.86
PP	134.01	134.01	134.01	133.59
S1	131.78	131.78	133.10	130.94
S2	130.09	130.09	132.74
S3	126.17	127.86	132.38
S4	122.25	123.94	131.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.25	132.33	3.92	2.9%	1.94	1.5%	29%	False	False	162,014,659
10	136.25	131.16	5.09	3.8%	1.94	1.5%	45%	False	False	173,348,384
20	136.25	127.14	9.11	6.8%	1.98	1.5%	69%	False	False	175,586,956
40	141.66	127.14	14.52	10.9%	1.84	1.4%	44%	False	False	177,638,798
60	142.21	127.14	15.07	11.3%	1.69	1.3%	42%	False	False	169,876,263
80	142.21	127.14	15.07	11.3%	1.52	1.1%	42%	False	False	161,841,985
100	142.21	127.14	15.07	11.3%	1.42	1.1%	42%	False	False	158,390,159
120	142.21	126.43	15.78	11.8%	1.39	1.0%	45%	False	False	155,991,554

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	138.34
2.618	136.56
1.618	135.47
1.000	134.80
0.618	134.38
HIGH	133.71
0.618	133.29
0.500	133.17
0.382	133.04
LOW	132.62
0.618	131.95
1.000	131.53
1.618	130.86
2.618	129.77
4.250	127.99

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	133.36	134.22
PP	133.26	133.96
S1	133.17	133.71

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

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