ASX SPI 200 Index Future March 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	3,712.0	3,777.0	65.0	1.8%	3,627.0
High	3,760.0	3,786.0	26.0	0.7%	4,002.0
Low	3,659.0	3,648.0	-11.0	-0.3%	3,555.0
Close	3,677.0	3,680.0	3.0	0.1%	3,677.0
Range	101.0	138.0	37.0	36.6%	447.0
ATR	143.8	143.4	-0.4	-0.3%	0.0
Volume	10,767	22,211	11,444	106.3%	53,521

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,118.7	4,037.3	3,755.9
R3	3,980.7	3,899.3	3,718.0
R2	3,842.7	3,842.7	3,705.3
R1	3,761.3	3,761.3	3,692.7	3,733.0
PP	3,704.7	3,704.7	3,704.7	3,690.5
S1	3,623.3	3,623.3	3,667.4	3,595.0
S2	3,566.7	3,566.7	3,654.7
S3	3,428.7	3,485.3	3,642.1
S4	3,290.7	3,347.3	3,604.1

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,085.7	4,828.3	3,922.9
R3	4,638.7	4,381.3	3,799.9
R2	4,191.7	4,191.7	3,759.0
R1	3,934.3	3,934.3	3,718.0	4,063.0
PP	3,744.7	3,744.7	3,744.7	3,809.0
S1	3,487.3	3,487.3	3,636.0	3,616.0
S2	3,297.7	3,297.7	3,595.1
S3	2,850.7	3,040.3	3,554.1
S4	2,403.7	2,593.3	3,431.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,002.0	3,555.0	447.0	12.1%	176.6	4.8%	28%	False	False	15,146
10	4,002.0	3,478.0	524.0	14.2%	162.1	4.4%	39%	False	False	16,466
20	4,002.0	3,443.0	559.0	15.2%	128.5	3.5%	42%	False	False	23,647
40	4,170.0	3,229.0	941.0	25.6%	88.7	2.4%	48%	False	False	12,473
60	4,385.0	3,229.0	1,156.0	31.4%	69.8	1.9%	39%	False	False	9,794
80	5,073.0	3,229.0	1,844.0	50.1%	63.1	1.7%	24%	False	False	7,364

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,372.5
2.618	4,147.3
1.618	4,009.3
1.000	3,924.0
0.618	3,871.3
HIGH	3,786.0
0.618	3,733.3
0.500	3,717.0
0.382	3,700.7
LOW	3,648.0
0.618	3,562.7
1.000	3,510.0
1.618	3,424.7
2.618	3,286.7
4.250	3,061.5

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	3,717.0	3,717.0
PP	3,704.7	3,704.7
S1	3,692.3	3,692.3

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

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