ASX SPI 200 Index Future September 2007

Trading Metrics calculated at close of trading on 03-Aug-2007

Day Change Summary
	Previous	Current
	02-Aug-2007	03-Aug-2007	Change	Change %	Previous Week
Open	6,006.0	6,015.0	9.0	0.1%	5,987.0
High	6,034.0	6,035.0	1.0	0.0%	6,131.0
Low	5,873.0	5,948.0	75.0	1.3%	5,873.0
Close	5,970.0	5,976.0	6.0	0.1%	5,976.0
Range	161.0	87.0	-74.0	-46.0%	258.0
ATR	90.6	90.3	-0.3	-0.3%	0.0
Volume	37,881	25,156	-12,725	-33.6%	177,151

Daily Pivots for day following 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,247.3	6,198.7	6,023.9
R3	6,160.3	6,111.7	5,999.9
R2	6,073.3	6,073.3	5,992.0
R1	6,024.7	6,024.7	5,984.0	6,005.5
PP	5,986.3	5,986.3	5,986.3	5,976.8
S1	5,937.7	5,937.7	5,968.0	5,918.5
S2	5,899.3	5,899.3	5,960.1
S3	5,812.3	5,850.7	5,952.1
S4	5,725.3	5,763.7	5,928.2

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,767.3	6,629.7	6,117.9
R3	6,509.3	6,371.7	6,047.0
R2	6,251.3	6,251.3	6,023.3
R1	6,113.7	6,113.7	5,999.7	6,053.5
PP	5,993.3	5,993.3	5,993.3	5,963.3
S1	5,855.7	5,855.7	5,952.4	5,795.5
S2	5,735.3	5,735.3	5,928.7
S3	5,477.3	5,597.7	5,905.1
S4	5,219.3	5,339.7	5,834.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,131.0	5,873.0	258.0	4.3%	114.8	1.9%	40%	False	False	35,430
10	6,427.0	5,873.0	554.0	9.3%	86.2	1.4%	19%	False	False	29,454
20	6,452.0	5,873.0	579.0	9.7%	64.7	1.1%	18%	False	False	23,042
40	6,452.0	5,873.0	579.0	9.7%	59.5	1.0%	18%	False	False	25,844
60	6,452.0	5,873.0	579.0	9.7%	51.9	0.9%	18%	False	False	17,302
80	6,452.0	5,873.0	579.0	9.7%	42.7	0.7%	18%	False	False	13,006
100	6,452.0	5,784.0	668.0	11.2%	38.8	0.6%	29%	False	False	10,413
120	6,452.0	5,667.0	785.0	13.1%	34.4	0.6%	39%	False	False	8,698

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	9.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,404.8
2.618	6,262.8
1.618	6,175.8
1.000	6,122.0
0.618	6,088.8
HIGH	6,035.0
0.618	6,001.8
0.500	5,991.5
0.382	5,981.2
LOW	5,948.0
0.618	5,894.2
1.000	5,861.0
1.618	5,807.2
2.618	5,720.2
4.250	5,578.3

Fisher Pivots for day following 03-Aug-2007
Pivot	1 day	3 day
R1	5,991.5	5,981.0
PP	5,986.3	5,979.3
S1	5,981.2	5,977.7

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

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