ASX SPI 200 Index Future September 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	4,268.0	4,100.0	-168.0	-3.9%	4,194.0
High	4,283.0	4,127.0	-156.0	-3.6%	4,302.0
Low	4,214.0	4,066.0	-148.0	-3.5%	4,066.0
Close	4,218.0	4,068.0	-150.0	-3.6%	4,068.0
Range	69.0	61.0	-8.0	-11.6%	236.0
ATR	102.1	105.7	3.6	3.5%	0.0
Volume	43,553	55,015	11,462	26.3%	242,132

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,270.0	4,230.0	4,101.6
R3	4,209.0	4,169.0	4,084.8
R2	4,148.0	4,148.0	4,079.2
R1	4,108.0	4,108.0	4,073.6	4,097.5
PP	4,087.0	4,087.0	4,087.0	4,081.8
S1	4,047.0	4,047.0	4,062.4	4,036.5
S2	4,026.0	4,026.0	4,056.8
S3	3,965.0	3,986.0	4,051.2
S4	3,904.0	3,925.0	4,034.5

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,853.3	4,696.7	4,197.8
R3	4,617.3	4,460.7	4,132.9
R2	4,381.3	4,381.3	4,111.3
R1	4,224.7	4,224.7	4,089.6	4,185.0
PP	4,145.3	4,145.3	4,145.3	4,125.5
S1	3,988.7	3,988.7	4,046.4	3,949.0
S2	3,909.3	3,909.3	4,024.7
S3	3,673.3	3,752.7	4,003.1
S4	3,437.3	3,516.7	3,938.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,302.0	4,066.0	236.0	5.8%	77.8	1.9%	1%	False	True	48,426
10	4,302.0	3,722.0	580.0	14.3%	86.0	2.1%	60%	False	False	62,180
20	4,561.0	3,722.0	839.0	20.6%	70.8	1.7%	41%	False	False	51,282
40	4,642.0	3,722.0	920.0	22.6%	56.5	1.4%	38%	False	False	40,352
60	4,725.0	3,722.0	1,003.0	24.7%	52.9	1.3%	34%	False	False	33,730
80	4,819.0	3,722.0	1,097.0	27.0%	46.9	1.2%	32%	False	False	25,316
100	4,970.0	3,722.0	1,248.0	30.7%	40.2	1.0%	28%	False	False	20,259

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.2
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,386.3
2.618	4,286.7
1.618	4,225.7
1.000	4,188.0
0.618	4,164.7
HIGH	4,127.0
0.618	4,103.7
0.500	4,096.5
0.382	4,089.3
LOW	4,066.0
0.618	4,028.3
1.000	4,005.0
1.618	3,967.3
2.618	3,906.3
4.250	3,806.8

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	4,096.5	4,184.0
PP	4,087.0	4,145.3
S1	4,077.5	4,106.7

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

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