ASX SPI 200 Index Future September 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	3,741.0	3,735.0	-6.0	-0.2%	3,769.0
High	3,761.0	3,757.0	-4.0	-0.1%	3,769.0
Low	3,725.0	3,692.0	-33.0	-0.9%	3,665.0
Close	3,750.0	3,703.0	-47.0	-1.3%	3,750.0
Range	36.0	65.0	29.0	80.6%	104.0
ATR	60.4	60.7	0.3	0.5%	0.0
Volume	17,331	24,138	6,807	39.3%	108,309

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,912.3	3,872.7	3,738.8
R3	3,847.3	3,807.7	3,720.9
R2	3,782.3	3,782.3	3,714.9
R1	3,742.7	3,742.7	3,709.0	3,730.0
PP	3,717.3	3,717.3	3,717.3	3,711.0
S1	3,677.7	3,677.7	3,697.0	3,665.0
S2	3,652.3	3,652.3	3,691.1
S3	3,587.3	3,612.7	3,685.1
S4	3,522.3	3,547.7	3,667.3

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,040.0	3,999.0	3,807.2
R3	3,936.0	3,895.0	3,778.6
R2	3,832.0	3,832.0	3,769.1
R1	3,791.0	3,791.0	3,759.5	3,759.5
PP	3,728.0	3,728.0	3,728.0	3,712.3
S1	3,687.0	3,687.0	3,740.5	3,655.5
S2	3,624.0	3,624.0	3,730.9
S3	3,520.0	3,583.0	3,721.4
S4	3,416.0	3,479.0	3,692.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,761.0	3,665.0	96.0	2.6%	47.4	1.3%	40%	False	False	22,152
10	3,929.0	3,665.0	264.0	7.1%	43.2	1.2%	14%	False	False	24,754
20	3,981.0	3,665.0	316.0	8.5%	48.9	1.3%	12%	False	False	30,112
40	4,064.0	3,665.0	399.0	10.8%	44.7	1.2%	10%	False	False	17,670
60	4,064.0	3,638.0	426.0	11.5%	39.1	1.1%	15%	False	False	11,817

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	9.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,033.3
2.618	3,927.2
1.618	3,862.2
1.000	3,822.0
0.618	3,797.2
HIGH	3,757.0
0.618	3,732.2
0.500	3,724.5
0.382	3,716.8
LOW	3,692.0
0.618	3,651.8
1.000	3,627.0
1.618	3,586.8
2.618	3,521.8
4.250	3,415.8

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	3,724.5	3,726.5
PP	3,717.3	3,718.7
S1	3,710.2	3,710.8

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

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