SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	133.13	132.05	-1.08	-0.8%	133.58
High	133.71	132.10	-1.61	-1.2%	136.25
Low	132.62	130.85	-1.77	-1.3%	132.33
Close	133.46	131.32	-2.14	-1.6%	133.46
Range	1.09	1.25	0.16	14.7%	3.92
ATR	1.95	2.00	0.05	2.4%	0.00
Volume	129,970,359	146,273,844	16,303,485	12.5%	810,073,296

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	135.17	134.50	132.01
R3	133.92	133.25	131.66
R2	132.67	132.67	131.55
R1	132.00	132.00	131.43	131.71
PP	131.42	131.42	131.42	131.28
S1	130.75	130.75	131.21	130.46
S2	130.17	130.17	131.09
S3	128.92	129.50	130.98
S4	127.67	128.25	130.63

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	130.85	5.40	4.1%	1.90	1.4%	9%	False	True	165,018,528
10	136.25	130.85	5.40	4.1%	1.77	1.3%	9%	False	True	171,012,971
20	136.25	127.14	9.11	6.9%	1.99	1.5%	46%	False	False	176,128,095
40	141.66	127.14	14.52	11.1%	1.84	1.4%	29%	False	False	178,197,262
60	142.21	127.14	15.07	11.5%	1.68	1.3%	28%	False	False	169,565,744
80	142.21	127.14	15.07	11.5%	1.52	1.2%	28%	False	False	161,860,212
100	142.21	127.14	15.07	11.5%	1.43	1.1%	28%	False	False	158,194,741
120	142.21	126.43	15.78	12.0%	1.39	1.1%	31%	False	False	155,597,573

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.41
2.618	135.37
1.618	134.12
1.000	133.35
0.618	132.87
HIGH	132.10
0.618	131.62
0.500	131.48
0.382	131.33
LOW	130.85
0.618	130.08
1.000	129.60
1.618	128.83
2.618	127.58
4.250	125.54

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	131.48	133.32
PP	131.42	132.65
S1	131.37	131.99

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

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