ASX SPI 200 Index Future December 2009

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	4,702.0	4,765.0	63.0	1.3%	4,764.0
High	4,740.0	4,780.0	40.0	0.8%	4,820.0
Low	4,693.0	4,693.0	0.0	0.0%	4,682.0
Close	4,727.0	4,703.0	-24.0	-0.5%	4,701.0
Range	47.0	87.0	40.0	85.1%	138.0
ATR	66.3	67.8	1.5	2.2%	0.0
Volume	16,628	26,237	9,609	57.8%	105,832

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,986.3	4,931.7	4,750.9
R3	4,899.3	4,844.7	4,726.9
R2	4,812.3	4,812.3	4,719.0
R1	4,757.7	4,757.7	4,711.0	4,741.5
PP	4,725.3	4,725.3	4,725.3	4,717.3
S1	4,670.7	4,670.7	4,695.0	4,654.5
S2	4,638.3	4,638.3	4,687.1
S3	4,551.3	4,583.7	4,679.1
S4	4,464.3	4,496.7	4,655.2

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,148.3	5,062.7	4,776.9
R3	5,010.3	4,924.7	4,739.0
R2	4,872.3	4,872.3	4,726.3
R1	4,786.7	4,786.7	4,713.7	4,760.5
PP	4,734.3	4,734.3	4,734.3	4,721.3
S1	4,648.7	4,648.7	4,688.4	4,622.5
S2	4,596.3	4,596.3	4,675.7
S3	4,458.3	4,510.7	4,663.1
S4	4,320.3	4,372.7	4,625.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,797.0	4,682.0	115.0	2.4%	53.6	1.1%	18%	False	False	20,810
10	4,820.0	4,682.0	138.0	2.9%	49.5	1.1%	15%	False	False	22,835
20	4,820.0	4,501.0	319.0	6.8%	54.2	1.2%	63%	False	False	27,126
40	4,900.0	4,501.0	399.0	8.5%	52.5	1.1%	51%	False	False	25,604
60	4,900.0	4,418.0	482.0	10.2%	51.2	1.1%	59%	False	False	24,552
80	4,900.0	4,227.0	673.0	14.3%	46.9	1.0%	71%	False	False	18,450

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.5
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5,149.8
2.618	5,007.8
1.618	4,920.8
1.000	4,867.0
0.618	4,833.8
HIGH	4,780.0
0.618	4,746.8
0.500	4,736.5
0.382	4,726.2
LOW	4,693.0
0.618	4,639.2
1.000	4,606.0
1.618	4,552.2
2.618	4,465.2
4.250	4,323.3

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	4,736.5	4,731.0
PP	4,725.3	4,721.7
S1	4,714.2	4,712.3

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

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