SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	132.05	131.70	-0.35	-0.3%	133.58
High	132.10	132.38	0.28	0.2%	136.25
Low	130.85	130.93	0.08	0.1%	132.33
Close	131.32	131.98	0.66	0.5%	133.46
Range	1.25	1.45	0.20	16.0%	3.92
ATR	2.00	1.96	-0.04	-2.0%	0.00
Volume	146,273,844	141,423,531	-4,850,313	-3.3%	810,073,296

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.11	135.50	132.78
R3	134.66	134.05	132.38
R2	133.21	133.21	132.25
R1	132.60	132.60	132.11	132.91
PP	131.76	131.76	131.76	131.92
S1	131.15	131.15	131.85	131.46
S2	130.31	130.31	131.71
S3	128.86	129.70	131.58
S4	127.41	128.25	131.18

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	136.10	130.85	5.25	4.0%	1.81	1.4%	22%	False	False	165,847,803
10	136.25	130.85	5.40	4.1%	1.73	1.3%	21%	False	False	166,975,099
20	136.25	127.14	9.11	6.9%	1.93	1.5%	53%	False	False	175,565,984
40	141.66	127.14	14.52	11.0%	1.86	1.4%	33%	False	False	178,856,706
60	142.21	127.14	15.07	11.4%	1.69	1.3%	32%	False	False	169,665,376
80	142.21	127.14	15.07	11.4%	1.53	1.2%	32%	False	False	162,120,918
100	142.21	127.14	15.07	11.4%	1.43	1.1%	32%	False	False	158,479,129
120	142.21	126.43	15.78	12.0%	1.40	1.1%	35%	False	False	155,718,384

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.54
2.618	136.18
1.618	134.73
1.000	133.83
0.618	133.28
HIGH	132.38
0.618	131.83
0.500	131.66
0.382	131.48
LOW	130.93
0.618	130.03
1.000	129.48
1.618	128.58
2.618	127.13
4.250	124.77

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	131.87	132.28
PP	131.76	132.18
S1	131.66	132.08

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

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