SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	136.48	136.48	0.00	0.0%	132.05
High	136.65	137.51	0.86	0.6%	136.27
Low	135.52	136.34	0.82	0.6%	130.85
Close	136.51	137.41	0.90	0.7%	136.11
Range	1.13	1.17	0.04	3.5%	5.42
ATR	1.97	1.91	-0.06	-2.9%	0.00
Volume	129,354,141	80,495,842	-48,858,299	-37.8%	776,959,359

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.60	140.17	138.05
R3	139.43	139.00	137.73
R2	138.26	138.26	137.62
R1	137.83	137.83	137.52	138.05
PP	137.09	137.09	137.09	137.19
S1	136.66	136.66	137.30	136.88
S2	135.92	135.92	137.20
S3	134.75	135.49	137.09
S4	133.58	134.32	136.77

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	137.51	131.28	6.23	4.5%	1.38	1.0%	98%	True	False	139,822,393
10	137.51	130.85	6.66	4.8%	1.60	1.2%	98%	True	False	152,835,098
20	137.51	129.93	7.58	5.5%	1.74	1.3%	99%	True	False	161,639,030
40	137.51	127.14	10.37	7.5%	1.84	1.3%	99%	True	False	178,210,187
60	141.66	127.14	14.52	10.6%	1.68	1.2%	71%	False	False	169,331,482
80	142.21	127.14	15.07	11.0%	1.55	1.1%	68%	False	False	161,787,916
100	142.21	127.14	15.07	11.0%	1.45	1.1%	68%	False	False	158,561,984
120	142.21	127.14	15.07	11.0%	1.41	1.0%	68%	False	False	156,150,159

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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.48
2.618	140.57
1.618	139.40
1.000	138.68
0.618	138.23
HIGH	137.51
0.618	137.06
0.500	136.93
0.382	136.79
LOW	136.34
0.618	135.62
1.000	135.17
1.618	134.45
2.618	133.28
4.250	131.37

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	137.25	137.00
PP	137.09	136.59
S1	136.93	136.18

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

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