ASX SPI 200 Index Future September 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	3,990.0	4,173.0	183.0	4.6%	3,992.0
High	4,132.0	4,179.0	47.0	1.1%	4,179.0
Low	3,986.0	4,111.0	125.0	3.1%	3,722.0
Close	4,092.0	4,140.0	48.0	1.2%	4,140.0
Range	146.0	68.0	-78.0	-53.4%	457.0
ATR	108.1	106.6	-1.5	-1.4%	0.0
Volume	69,358	46,497	-22,861	-33.0%	379,668

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,347.3	4,311.7	4,177.4
R3	4,279.3	4,243.7	4,158.7
R2	4,211.3	4,211.3	4,152.5
R1	4,175.7	4,175.7	4,146.2	4,159.5
PP	4,143.3	4,143.3	4,143.3	4,135.3
S1	4,107.7	4,107.7	4,133.8	4,091.5
S2	4,075.3	4,075.3	4,127.5
S3	4,007.3	4,039.7	4,121.3
S4	3,939.3	3,971.7	4,102.6

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,384.7	5,219.3	4,391.4
R3	4,927.7	4,762.3	4,265.7
R2	4,470.7	4,470.7	4,223.8
R1	4,305.3	4,305.3	4,181.9	4,388.0
PP	4,013.7	4,013.7	4,013.7	4,055.0
S1	3,848.3	3,848.3	4,098.1	3,931.0
S2	3,556.7	3,556.7	4,056.2
S3	3,099.7	3,391.3	4,014.3
S4	2,642.7	2,934.3	3,888.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,179.0	3,722.0	457.0	11.0%	94.2	2.3%	91%	True	False	75,933
10	4,489.0	3,722.0	767.0	18.5%	79.4	1.9%	54%	False	False	61,635
20	4,587.0	3,722.0	865.0	20.9%	59.6	1.4%	48%	False	False	46,550
40	4,642.0	3,722.0	920.0	22.2%	52.7	1.3%	45%	False	False	37,833
60	4,729.0	3,722.0	1,007.0	24.3%	49.5	1.2%	42%	False	False	29,701
80	4,920.0	3,722.0	1,198.0	28.9%	43.0	1.0%	35%	False	False	22,291
100	4,970.0	3,722.0	1,248.0	30.1%	36.8	0.9%	33%	False	False	17,843

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	15.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,468.0
2.618	4,357.0
1.618	4,289.0
1.000	4,247.0
0.618	4,221.0
HIGH	4,179.0
0.618	4,153.0
0.500	4,145.0
0.382	4,137.0
LOW	4,111.0
0.618	4,069.0
1.000	4,043.0
1.618	4,001.0
2.618	3,933.0
4.250	3,822.0

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	4,145.0	4,120.8
PP	4,143.3	4,101.7
S1	4,141.7	4,082.5

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

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