ASX SPI 200 Index Future March 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	3,548.0	3,548.0	0.0	0.0%	3,626.0
High	3,562.0	3,551.0	-11.0	-0.3%	3,682.0
Low	3,482.0	3,501.0	19.0	0.5%	3,482.0
Close	3,504.0	3,523.0	19.0	0.5%	3,523.0
Range	80.0	50.0	-30.0	-37.5%	200.0
ATR	124.7	119.3	-5.3	-4.3%	0.0
Volume	30,745	18,656	-12,089	-39.3%	106,914

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,675.0	3,649.0	3,550.5
R3	3,625.0	3,599.0	3,536.8
R2	3,575.0	3,575.0	3,532.2
R1	3,549.0	3,549.0	3,527.6	3,537.0
PP	3,525.0	3,525.0	3,525.0	3,519.0
S1	3,499.0	3,499.0	3,518.4	3,487.0
S2	3,475.0	3,475.0	3,513.8
S3	3,425.0	3,449.0	3,509.3
S4	3,375.0	3,399.0	3,495.5

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,162.3	4,042.7	3,633.0
R3	3,962.3	3,842.7	3,578.0
R2	3,762.3	3,762.3	3,559.7
R1	3,642.7	3,642.7	3,541.3	3,602.5
PP	3,562.3	3,562.3	3,562.3	3,542.3
S1	3,442.7	3,442.7	3,504.7	3,402.5
S2	3,362.3	3,362.3	3,486.3
S3	3,162.3	3,242.7	3,468.0
S4	2,962.3	3,042.7	3,413.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,682.0	3,482.0	200.0	5.7%	66.8	1.9%	21%	False	False	21,382
10	3,811.0	3,482.0	329.0	9.3%	73.9	2.1%	12%	False	False	20,163
20	4,002.0	3,478.0	524.0	14.9%	116.6	3.3%	9%	False	False	23,321
40	4,002.0	3,229.0	773.0	21.9%	96.9	2.8%	38%	False	False	16,949
60	4,326.0	3,229.0	1,097.0	31.1%	75.6	2.1%	27%	False	False	11,658
80	5,009.0	3,229.0	1,780.0	50.5%	65.5	1.9%	17%	False	False	9,598
100	5,188.0	3,229.0	1,959.0	55.6%	56.6	1.6%	15%	False	False	7,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.1
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	3,763.5
2.618	3,681.9
1.618	3,631.9
1.000	3,601.0
0.618	3,581.9
HIGH	3,551.0
0.618	3,531.9
0.500	3,526.0
0.382	3,520.1
LOW	3,501.0
0.618	3,470.1
1.000	3,451.0
1.618	3,420.1
2.618	3,370.1
4.250	3,288.5

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	3,526.0	3,581.0
PP	3,525.0	3,561.7
S1	3,524.0	3,542.3

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

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