ASX SPI 200 Index Future June 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	4,574.0	4,520.0	-54.0	-1.2%	4,692.0
High	4,579.0	4,560.0	-19.0	-0.4%	4,741.0
Low	4,519.0	4,520.0	1.0	0.0%	4,579.0
Close	4,540.0	4,553.0	13.0	0.3%	4,580.0
Range	60.0	40.0	-20.0	-33.3%	162.0
ATR	56.7	55.5	-1.2	-2.1%	0.0
Volume	37,486	29,916	-7,570	-20.2%	146,919

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,664.3	4,648.7	4,575.0
R3	4,624.3	4,608.7	4,564.0
R2	4,584.3	4,584.3	4,560.3
R1	4,568.7	4,568.7	4,556.7	4,576.5
PP	4,544.3	4,544.3	4,544.3	4,548.3
S1	4,528.7	4,528.7	4,549.3	4,536.5
S2	4,504.3	4,504.3	4,545.7
S3	4,464.3	4,488.7	4,542.0
S4	4,424.3	4,448.7	4,531.0

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,119.3	5,011.7	4,669.1
R3	4,957.3	4,849.7	4,624.6
R2	4,795.3	4,795.3	4,609.7
R1	4,687.7	4,687.7	4,594.9	4,660.5
PP	4,633.3	4,633.3	4,633.3	4,619.8
S1	4,525.7	4,525.7	4,565.2	4,498.5
S2	4,471.3	4,471.3	4,550.3
S3	4,309.3	4,363.7	4,535.5
S4	4,147.3	4,201.7	4,490.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,620.0	4,519.0	101.0	2.2%	42.8	0.9%	34%	False	False	31,837
10	4,741.0	4,519.0	222.0	4.9%	43.3	1.0%	15%	False	False	30,055
20	4,773.0	4,519.0	254.0	5.6%	43.0	0.9%	13%	False	False	30,962
40	4,984.0	4,519.0	465.0	10.2%	48.2	1.1%	7%	False	False	32,737
60	5,001.0	4,484.0	517.0	11.4%	50.0	1.1%	13%	False	False	34,336
80	5,001.0	4,484.0	517.0	11.4%	44.5	1.0%	13%	False	False	26,555

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,730.0
2.618	4,664.7
1.618	4,624.7
1.000	4,600.0
0.618	4,584.7
HIGH	4,560.0
0.618	4,544.7
0.500	4,540.0
0.382	4,535.3
LOW	4,520.0
0.618	4,495.3
1.000	4,480.0
1.618	4,455.3
2.618	4,415.3
4.250	4,350.0

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	4,548.7	4,552.0
PP	4,544.3	4,551.0
S1	4,540.0	4,550.0

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

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