ASX SPI 200 Index Future September 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	4,545.0	4,600.0	55.0	1.2%	4,473.0
High	4,581.0	4,610.0	29.0	0.6%	4,610.0
Low	4,541.0	4,584.0	43.0	0.9%	4,442.0
Close	4,565.0	4,600.0	35.0	0.8%	4,600.0
Range	40.0	26.0	-14.0	-35.0%	168.0
ATR	67.3	65.7	-1.6	-2.4%	0.0
Volume	23,484	41,514	18,030	76.8%	143,115

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,676.0	4,664.0	4,614.3
R3	4,650.0	4,638.0	4,607.2
R2	4,624.0	4,624.0	4,604.8
R1	4,612.0	4,612.0	4,602.4	4,613.0
PP	4,598.0	4,598.0	4,598.0	4,598.5
S1	4,586.0	4,586.0	4,597.6	4,587.0
S2	4,572.0	4,572.0	4,595.2
S3	4,546.0	4,560.0	4,592.9
S4	4,520.0	4,534.0	4,585.7

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,054.7	4,995.3	4,692.4
R3	4,886.7	4,827.3	4,646.2
R2	4,718.7	4,718.7	4,630.8
R1	4,659.3	4,659.3	4,615.4	4,689.0
PP	4,550.7	4,550.7	4,550.7	4,565.5
S1	4,491.3	4,491.3	4,584.6	4,521.0
S2	4,382.7	4,382.7	4,569.2
S3	4,214.7	4,323.3	4,553.8
S4	4,046.7	4,155.3	4,507.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,610.0	4,442.0	168.0	3.7%	42.2	0.9%	94%	True	False	28,623
10	4,610.0	4,404.0	206.0	4.5%	49.6	1.1%	95%	True	False	30,753
20	4,610.0	4,224.0	386.0	8.4%	59.0	1.3%	97%	True	False	30,365
40	4,610.0	3,983.0	627.0	13.6%	57.0	1.2%	98%	True	False	28,309
60	4,610.0	3,665.0	945.0	20.5%	54.0	1.2%	99%	True	False	27,290
80	4,610.0	3,665.0	945.0	20.5%	52.8	1.1%	99%	True	False	24,350
100	4,610.0	3,640.0	970.0	21.1%	48.2	1.0%	99%	True	False	19,505

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	12.5
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	4,720.5
2.618	4,678.1
1.618	4,652.1
1.000	4,636.0
0.618	4,626.1
HIGH	4,610.0
0.618	4,600.1
0.500	4,597.0
0.382	4,593.9
LOW	4,584.0
0.618	4,567.9
1.000	4,558.0
1.618	4,541.9
2.618	4,515.9
4.250	4,473.5

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	4,599.0	4,585.3
PP	4,598.0	4,570.7
S1	4,597.0	4,556.0

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

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