SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	135.20	136.48	1.28	0.9%	132.05
High	136.27	136.65	0.38	0.3%	136.27
Low	134.85	135.52	0.67	0.5%	130.85
Close	136.11	136.51	0.40	0.3%	136.11
Range	1.42	1.13	-0.29	-20.4%	5.42
ATR	2.03	1.97	-0.06	-3.2%	0.00
Volume	212,158,703	129,354,141	-82,804,562	-39.0%	776,959,359

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.62	139.19	137.13
R3	138.49	138.06	136.82
R2	137.36	137.36	136.72
R1	136.93	136.93	136.61	137.15
PP	136.23	136.23	136.23	136.33
S1	135.80	135.80	136.41	136.02
S2	135.10	135.10	136.30
S3	133.97	134.67	136.20
S4	132.84	133.54	135.89

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	136.65	130.93	5.72	4.2%	1.43	1.1%	98%	True	False	152,007,931
10	136.65	130.85	5.80	4.2%	1.67	1.2%	98%	True	False	158,513,229
20	136.65	127.78	8.87	6.5%	1.75	1.3%	98%	True	False	165,803,202
40	137.56	127.14	10.42	7.6%	1.83	1.3%	90%	False	False	179,390,128
60	141.66	127.14	14.52	10.6%	1.70	1.2%	65%	False	False	170,114,588
80	142.21	127.14	15.07	11.0%	1.55	1.1%	62%	False	False	162,317,006
100	142.21	127.14	15.07	11.0%	1.45	1.1%	62%	False	False	159,241,109
120	142.21	127.14	15.07	11.0%	1.41	1.0%	62%	False	False	156,406,611

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.42
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	141.45
2.618	139.61
1.618	138.48
1.000	137.78
0.618	137.35
HIGH	136.65
0.618	136.22
0.500	136.09
0.382	135.95
LOW	135.52
0.618	134.82
1.000	134.39
1.618	133.69
2.618	132.56
4.250	130.72

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	136.37	135.66
PP	136.23	134.81
S1	136.09	133.97

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

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