ASX SPI 200 Index Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	4,302.0	4,251.0	-51.0	-1.2%	4,055.0
High	4,304.0	4,293.0	-11.0	-0.3%	4,225.0
Low	4,252.0	4,242.0	-10.0	-0.2%	4,054.0
Close	4,263.0	4,288.0	25.0	0.6%	4,196.0
Range	52.0	51.0	-1.0	-1.9%	171.0
ATR	91.8	88.9	-2.9	-3.2%	0.0
Volume	31,808	34,865	3,057	9.6%	216,436

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,427.3	4,408.7	4,316.1
R3	4,376.3	4,357.7	4,302.0
R2	4,325.3	4,325.3	4,297.4
R1	4,306.7	4,306.7	4,292.7	4,316.0
PP	4,274.3	4,274.3	4,274.3	4,279.0
S1	4,255.7	4,255.7	4,283.3	4,265.0
S2	4,223.3	4,223.3	4,278.7
S3	4,172.3	4,204.7	4,274.0
S4	4,121.3	4,153.7	4,260.0

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,671.3	4,604.7	4,290.1
R3	4,500.3	4,433.7	4,243.0
R2	4,329.3	4,329.3	4,227.4
R1	4,262.7	4,262.7	4,211.7	4,296.0
PP	4,158.3	4,158.3	4,158.3	4,175.0
S1	4,091.7	4,091.7	4,180.3	4,125.0
S2	3,987.3	3,987.3	4,164.7
S3	3,816.3	3,920.7	4,149.0
S4	3,645.3	3,749.7	4,102.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,304.0	4,175.0	129.0	3.0%	50.6	1.2%	88%	False	False	34,205
10	4,304.0	4,054.0	250.0	5.8%	66.1	1.5%	94%	False	False	41,795
20	4,322.0	3,722.0	600.0	14.0%	77.4	1.8%	94%	False	False	53,405
40	4,642.0	3,722.0	920.0	21.5%	60.5	1.4%	62%	False	False	42,549
60	4,642.0	3,722.0	920.0	21.5%	57.1	1.3%	62%	False	False	38,995
80	4,771.0	3,722.0	1,049.0	24.5%	51.0	1.2%	54%	False	False	29,302
100	4,970.0	3,722.0	1,248.0	29.1%	45.2	1.1%	45%	False	False	23,449
120	4,970.0	3,722.0	1,248.0	29.1%	39.3	0.9%	45%	False	False	19,554

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	True
Bull Hook	False
Stretch	8.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,509.8
2.618	4,426.5
1.618	4,375.5
1.000	4,344.0
0.618	4,324.5
HIGH	4,293.0
0.618	4,273.5
0.500	4,267.5
0.382	4,261.5
LOW	4,242.0
0.618	4,210.5
1.000	4,191.0
1.618	4,159.5
2.618	4,108.5
4.250	4,025.3

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	4,281.2	4,278.8
PP	4,274.3	4,269.7
S1	4,267.5	4,260.5

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

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