SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	132.29	135.20	2.91	2.2%	132.05
High	132.99	136.27	3.28	2.5%	136.27
Low	131.28	134.85	3.57	2.7%	130.85
Close	132.79	136.11	3.32	2.5%	136.11
Range	1.71	1.42	-0.29	-17.0%	5.42
ATR	1.92	2.03	0.11	5.8%	0.00
Volume	169,075,984	212,158,703	43,082,719	25.5%	776,959,359

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.00	139.48	136.89
R3	138.58	138.06	136.50
R2	137.16	137.16	136.37
R1	136.64	136.64	136.24	136.90
PP	135.74	135.74	135.74	135.88
S1	135.22	135.22	135.98	135.48
S2	134.32	134.32	135.85
S3	132.90	133.80	135.72
S4	131.48	132.38	135.33

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.67	148.81	139.09
R3	145.25	143.39	137.60
R2	139.83	139.83	137.10
R1	137.97	137.97	136.61	138.90
PP	134.41	134.41	134.41	134.88
S1	132.55	132.55	135.61	133.48
S2	128.99	128.99	135.12
S3	123.57	127.13	134.62
S4	118.15	121.71	133.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.27	130.85	5.42	4.0%	1.46	1.1%	97%	True	False	155,391,871
10	136.27	130.85	5.42	4.0%	1.70	1.2%	97%	True	False	158,703,265
20	136.27	127.14	9.13	6.7%	1.78	1.3%	98%	True	False	169,457,853
40	139.30	127.14	12.16	8.9%	1.86	1.4%	74%	False	False	181,000,751
60	141.66	127.14	14.52	10.7%	1.70	1.2%	62%	False	False	170,248,736
80	142.21	127.14	15.07	11.1%	1.55	1.1%	60%	False	False	162,159,929
100	142.21	127.14	15.07	11.1%	1.45	1.1%	60%	False	False	159,335,823
120	142.21	127.14	15.07	11.1%	1.41	1.0%	60%	False	False	156,287,841

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.43
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	142.31
2.618	139.99
1.618	138.57
1.000	137.69
0.618	137.15
HIGH	136.27
0.618	135.73
0.500	135.56
0.382	135.39
LOW	134.85
0.618	133.97
1.000	133.43
1.618	132.55
2.618	131.13
4.250	128.82

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	135.93	135.33
PP	135.74	134.55
S1	135.56	133.78

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

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