SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	131.70	132.42	0.72	0.5%	133.58
High	132.38	133.43	1.05	0.8%	136.25
Low	130.93	131.97	1.04	0.8%	132.33
Close	131.98	133.17	1.19	0.9%	133.46
Range	1.45	1.46	0.01	0.7%	3.92
ATR	1.96	1.92	-0.04	-1.8%	0.00
Volume	141,423,531	108,027,297	-33,396,234	-23.6%	810,073,296

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137.24	136.66	133.97
R3	135.78	135.20	133.57
R2	134.32	134.32	133.44
R1	133.74	133.74	133.30	134.03
PP	132.86	132.86	132.86	133.00
S1	132.28	132.28	133.04	132.57
S2	131.40	131.40	132.90
S3	129.94	130.82	132.77
S4	128.48	129.36	132.37

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	135.78	130.85	4.93	3.7%	1.74	1.3%	47%	False	False	146,177,162
10	136.25	130.85	5.40	4.1%	1.70	1.3%	43%	False	False	160,568,093
20	136.25	127.14	9.11	6.8%	1.89	1.4%	66%	False	False	172,854,435
40	140.46	127.14	13.32	10.0%	1.85	1.4%	45%	False	False	178,087,902
60	141.88	127.14	14.74	11.1%	1.68	1.3%	41%	False	False	168,938,303
80	142.21	127.14	15.07	11.3%	1.53	1.2%	40%	False	False	161,713,895
100	142.21	127.14	15.07	11.3%	1.44	1.1%	40%	False	False	157,953,670
120	142.21	127.14	15.07	11.3%	1.39	1.0%	40%	False	False	155,171,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139.64
2.618	137.25
1.618	135.79
1.000	134.89
0.618	134.33
HIGH	133.43
0.618	132.87
0.500	132.70
0.382	132.53
LOW	131.97
0.618	131.07
1.000	130.51
1.618	129.61
2.618	128.15
4.250	125.77

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	133.01	132.83
PP	132.86	132.48
S1	132.70	132.14

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

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