ASX SPI 200 Index Future September 2011

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

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	3,992.0	3,800.0	-192.0	-4.8%	4,424.0
High	4,040.0	3,824.0	-216.0	-5.3%	4,489.0
Low	3,933.0	3,722.0	-211.0	-5.4%	4,039.0
Close	3,953.0	3,824.0	-129.0	-3.3%	4,050.0
Range	107.0	102.0	-5.0	-4.7%	450.0
ATR	79.2	90.1	10.8	13.7%	0.0
Volume	77,432	115,458	38,026	49.1%	236,689

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,096.0	4,062.0	3,880.1
R3	3,994.0	3,960.0	3,852.1
R2	3,892.0	3,892.0	3,842.7
R1	3,858.0	3,858.0	3,833.4	3,875.0
PP	3,790.0	3,790.0	3,790.0	3,798.5
S1	3,756.0	3,756.0	3,814.7	3,773.0
S2	3,688.0	3,688.0	3,805.3
S3	3,586.0	3,654.0	3,796.0
S4	3,484.0	3,552.0	3,767.9

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,542.7	5,246.3	4,297.5
R3	5,092.7	4,796.3	4,173.8
R2	4,642.7	4,642.7	4,132.5
R1	4,346.3	4,346.3	4,091.3	4,269.5
PP	4,192.7	4,192.7	4,192.7	4,154.3
S1	3,896.3	3,896.3	4,008.8	3,819.5
S2	3,742.7	3,742.7	3,967.5
S3	3,292.7	3,446.3	3,926.3
S4	2,842.7	2,996.3	3,802.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,332.0	3,722.0	610.0	16.0%	82.6	2.2%	17%	False	True	72,517
10	4,541.0	3,722.0	819.0	21.4%	66.5	1.7%	12%	False	True	53,123
20	4,587.0	3,722.0	865.0	22.6%	52.7	1.4%	12%	False	True	41,912
40	4,642.0	3,722.0	920.0	24.1%	50.5	1.3%	11%	False	True	36,553
60	4,756.0	3,722.0	1,034.0	27.0%	46.6	1.2%	10%	False	True	26,597
80	4,920.0	3,722.0	1,198.0	31.3%	40.5	1.1%	9%	False	True	19,958
100	4,970.0	3,722.0	1,248.0	32.6%	34.5	0.9%	8%	False	True	15,979

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	18.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,257.5
2.618	4,091.0
1.618	3,989.0
1.000	3,926.0
0.618	3,887.0
HIGH	3,824.0
0.618	3,785.0
0.500	3,773.0
0.382	3,761.0
LOW	3,722.0
0.618	3,659.0
1.000	3,620.0
1.618	3,557.0
2.618	3,455.0
4.250	3,288.5

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	3,807.0	3,915.5
PP	3,790.0	3,885.0
S1	3,773.0	3,854.5

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

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