ASX SPI 200 Index Future September 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	4,644.0	4,672.0	28.0	0.6%	4,589.0
High	4,673.0	4,677.0	4.0	0.1%	4,599.0
Low	4,636.0	4,662.0	26.0	0.6%	4,527.0
Close	4,657.0	4,676.0	19.0	0.4%	4,565.0
Range	37.0	15.0	-22.0	-59.5%	72.0
ATR	55.9	53.4	-2.6	-4.6%	0.0
Volume	86,427	4,428	-81,999	-94.9%	153,707

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4,716.7	4,711.3	4,684.3
R3	4,701.7	4,696.3	4,680.1
R2	4,686.7	4,686.7	4,678.8
R1	4,681.3	4,681.3	4,677.4	4,684.0
PP	4,671.7	4,671.7	4,671.7	4,673.0
S1	4,666.3	4,666.3	4,674.6	4,669.0
S2	4,656.7	4,656.7	4,673.3
S3	4,641.7	4,651.3	4,671.9
S4	4,626.7	4,636.3	4,667.8

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4,779.7	4,744.3	4,604.6
R3	4,707.7	4,672.3	4,584.8
R2	4,635.7	4,635.7	4,578.2
R1	4,600.3	4,600.3	4,571.6	4,582.0
PP	4,563.7	4,563.7	4,563.7	4,554.5
S1	4,528.3	4,528.3	4,558.4	4,510.0
S2	4,491.7	4,491.7	4,551.8
S3	4,419.7	4,456.3	4,545.2
S4	4,347.7	4,384.3	4,525.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,677.0	4,556.0	121.0	2.6%	31.4	0.7%	99%	True	False	64,278
10	4,677.0	4,518.0	159.0	3.4%	35.5	0.8%	99%	True	False	46,621
20	4,677.0	4,296.0	381.0	8.1%	43.5	0.9%	100%	True	False	41,140
40	4,677.0	4,296.0	381.0	8.1%	44.7	1.0%	100%	True	False	35,072
60	4,677.0	4,163.0	514.0	11.0%	48.0	1.0%	100%	True	False	31,889
80	4,677.0	4,163.0	514.0	11.0%	45.5	1.0%	100%	True	False	28,372
100	4,814.0	4,163.0	651.0	13.9%	46.5	1.0%	79%	False	False	22,729

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.2
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	4,740.8
2.618	4,716.3
1.618	4,701.3
1.000	4,692.0
0.618	4,686.3
HIGH	4,677.0
0.618	4,671.3
0.500	4,669.5
0.382	4,667.7
LOW	4,662.0
0.618	4,652.7
1.000	4,647.0
1.618	4,637.7
2.618	4,622.7
4.250	4,598.3

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	4,673.8	4,667.3
PP	4,671.7	4,658.7
S1	4,669.5	4,650.0

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

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