ASX SPI 200 Index Future December 2009

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	4,647.0	4,668.0	21.0	0.5%	4,740.0
High	4,691.0	4,693.0	2.0	0.0%	4,747.0
Low	4,647.0	4,664.0	17.0	0.4%	4,595.0
Close	4,653.0	4,688.0	35.0	0.8%	4,659.0
Range	44.0	29.0	-15.0	-34.1%	152.0
ATR	66.0	64.2	-1.9	-2.8%	0.0
Volume	54,299	7,491	-46,808	-86.2%	143,727

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,768.7	4,757.3	4,704.0
R3	4,739.7	4,728.3	4,696.0
R2	4,710.7	4,710.7	4,693.3
R1	4,699.3	4,699.3	4,690.7	4,705.0
PP	4,681.7	4,681.7	4,681.7	4,684.5
S1	4,670.3	4,670.3	4,685.3	4,676.0
S2	4,652.7	4,652.7	4,682.7
S3	4,623.7	4,641.3	4,680.0
S4	4,594.7	4,612.3	4,672.1

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,123.0	5,043.0	4,742.6
R3	4,971.0	4,891.0	4,700.8
R2	4,819.0	4,819.0	4,686.9
R1	4,739.0	4,739.0	4,672.9	4,703.0
PP	4,667.0	4,667.0	4,667.0	4,649.0
S1	4,587.0	4,587.0	4,645.1	4,551.0
S2	4,515.0	4,515.0	4,631.1
S3	4,363.0	4,435.0	4,617.2
S4	4,211.0	4,283.0	4,575.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,695.0	4,611.0	84.0	1.8%	43.4	0.9%	92%	False	False	56,397
10	4,750.0	4,595.0	155.0	3.3%	52.4	1.1%	60%	False	False	40,674
20	4,806.0	4,567.0	239.0	5.1%	55.1	1.2%	51%	False	False	32,937
40	4,875.0	4,501.0	374.0	8.0%	53.1	1.1%	50%	False	False	30,359
60	4,900.0	4,501.0	399.0	8.5%	53.5	1.1%	47%	False	False	28,275
80	4,900.0	4,418.0	482.0	10.3%	51.9	1.1%	56%	False	False	25,900
100	4,900.0	4,185.0	715.0	15.3%	47.1	1.0%	70%	False	False	20,745

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.4
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	4,816.3
2.618	4,768.9
1.618	4,739.9
1.000	4,722.0
0.618	4,710.9
HIGH	4,693.0
0.618	4,681.9
0.500	4,678.5
0.382	4,675.1
LOW	4,664.0
0.618	4,646.1
1.000	4,635.0
1.618	4,617.1
2.618	4,588.1
4.250	4,540.8

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	4,684.8	4,682.3
PP	4,681.7	4,676.7
S1	4,678.5	4,671.0

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

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