ASX SPI 200 Index Future September 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	4,407.0	4,315.0	-92.0	-2.1%	4,560.0
High	4,436.0	4,332.0	-104.0	-2.3%	4,561.0
Low	4,393.0	4,284.0	-109.0	-2.5%	4,373.0
Close	4,394.0	4,286.0	-108.0	-2.5%	4,376.0
Range	43.0	48.0	5.0	11.6%	188.0
ATR	61.7	65.1	3.5	5.6%	0.0
Volume	29,922	42,782	12,860	43.0%	167,162

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,444.7	4,413.3	4,312.4
R3	4,396.7	4,365.3	4,299.2
R2	4,348.7	4,348.7	4,294.8
R1	4,317.3	4,317.3	4,290.4	4,309.0
PP	4,300.7	4,300.7	4,300.7	4,296.5
S1	4,269.3	4,269.3	4,281.6	4,261.0
S2	4,252.7	4,252.7	4,277.2
S3	4,204.7	4,221.3	4,272.8
S4	4,156.7	4,173.3	4,259.6

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,000.7	4,876.3	4,479.4
R3	4,812.7	4,688.3	4,427.7
R2	4,624.7	4,624.7	4,410.5
R1	4,500.3	4,500.3	4,393.2	4,468.5
PP	4,436.7	4,436.7	4,436.7	4,420.8
S1	4,312.3	4,312.3	4,358.8	4,280.5
S2	4,248.7	4,248.7	4,341.5
S3	4,060.7	4,124.3	4,324.3
S4	3,872.7	3,936.3	4,272.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,489.0	4,284.0	205.0	4.8%	52.8	1.2%	1%	False	True	36,821
10	4,587.0	4,284.0	303.0	7.1%	45.1	1.1%	1%	False	True	33,576
20	4,642.0	4,284.0	358.0	8.4%	43.7	1.0%	1%	False	True	31,693
40	4,642.0	4,284.0	358.0	8.4%	46.9	1.1%	1%	False	True	31,790
60	4,771.0	4,284.0	487.0	11.4%	42.2	1.0%	0%	False	True	21,268
80	4,970.0	4,284.0	686.0	16.0%	37.1	0.9%	0%	False	True	15,960
100	4,970.0	4,284.0	686.0	16.0%	31.7	0.7%	0%	False	True	12,783

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,536.0
2.618	4,457.7
1.618	4,409.7
1.000	4,380.0
0.618	4,361.7
HIGH	4,332.0
0.618	4,313.7
0.500	4,308.0
0.382	4,302.3
LOW	4,284.0
0.618	4,254.3
1.000	4,236.0
1.618	4,206.3
2.618	4,158.3
4.250	4,080.0

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	4,308.0	4,386.5
PP	4,300.7	4,353.0
S1	4,293.3	4,319.5

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

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