SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	136.48	136.90	0.42	0.3%	132.05
High	137.51	137.80	0.29	0.2%	136.27
Low	136.34	136.29	-0.05	0.0%	130.85
Close	137.41	136.79	-0.62	-0.5%	136.11
Range	1.17	1.51	0.34	29.1%	5.42
ATR	1.91	1.88	-0.03	-1.5%	0.00
Volume	80,495,842	127,451,867	46,956,025	58.3%	776,959,359

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.49	140.65	137.62
R3	139.98	139.14	137.21
R2	138.47	138.47	137.07
R1	137.63	137.63	136.93	137.30
PP	136.96	136.96	136.96	136.79
S1	136.12	136.12	136.65	135.79
S2	135.45	135.45	136.51
S3	133.94	134.61	136.37
S4	132.43	133.10	135.96

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	137.80	131.28	6.52	4.8%	1.39	1.0%	85%	True	False	143,707,307
10	137.80	130.85	6.95	5.1%	1.56	1.1%	85%	True	False	144,942,234
20	137.80	130.85	6.95	5.1%	1.71	1.2%	85%	True	False	158,809,818
40	137.80	127.14	10.66	7.8%	1.83	1.3%	91%	True	False	176,066,401
60	141.66	127.14	14.52	10.6%	1.67	1.2%	66%	False	False	167,535,971
80	142.21	127.14	15.07	11.0%	1.56	1.1%	64%	False	False	162,082,301
100	142.21	127.14	15.07	11.0%	1.46	1.1%	64%	False	False	158,158,611
120	142.21	127.14	15.07	11.0%	1.42	1.0%	64%	False	False	156,222,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	144.22
2.618	141.75
1.618	140.24
1.000	139.31
0.618	138.73
HIGH	137.80
0.618	137.22
0.500	137.05
0.382	136.87
LOW	136.29
0.618	135.36
1.000	134.78
1.618	133.85
2.618	132.34
4.250	129.87

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	137.05	136.75
PP	136.96	136.70
S1	136.88	136.66

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

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