ASX SPI 200 Index Future September 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	05-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	4,173.0	4,080.0	-93.0	-2.2%	4,227.0
High	4,190.0	4,103.0	-87.0	-2.1%	4,349.0
Low	4,133.0	4,063.0	-70.0	-1.7%	4,214.0
Close	4,144.0	4,068.0	-76.0	-1.8%	4,237.0
Range	57.0	40.0	-17.0	-29.8%	135.0
ATR	88.4	87.9	-0.5	-0.6%	0.0
Volume	40,321	49,884	9,563	23.7%	183,619

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,198.0	4,173.0	4,090.0
R3	4,158.0	4,133.0	4,079.0
R2	4,118.0	4,118.0	4,075.3
R1	4,093.0	4,093.0	4,071.7	4,085.5
PP	4,078.0	4,078.0	4,078.0	4,074.3
S1	4,053.0	4,053.0	4,064.3	4,045.5
S2	4,038.0	4,038.0	4,060.7
S3	3,998.0	4,013.0	4,057.0
S4	3,958.0	3,973.0	4,046.0

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,671.7	4,589.3	4,311.3
R3	4,536.7	4,454.3	4,274.1
R2	4,401.7	4,401.7	4,261.8
R1	4,319.3	4,319.3	4,249.4	4,360.5
PP	4,266.7	4,266.7	4,266.7	4,287.3
S1	4,184.3	4,184.3	4,224.6	4,225.5
S2	4,131.7	4,131.7	4,212.3
S3	3,996.7	4,049.3	4,199.9
S4	3,861.7	3,914.3	4,162.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,349.0	4,063.0	286.0	7.0%	54.0	1.3%	2%	False	True	41,147
10	4,349.0	4,063.0	286.0	7.0%	55.4	1.4%	2%	False	True	38,463
20	4,349.0	3,986.0	363.0	8.9%	70.1	1.7%	23%	False	False	45,958
40	4,587.0	3,722.0	865.0	21.3%	61.4	1.5%	40%	False	False	43,935
60	4,642.0	3,722.0	920.0	22.6%	57.0	1.4%	38%	False	False	39,688
80	4,756.0	3,722.0	1,034.0	25.4%	52.4	1.3%	33%	False	False	31,437
100	4,920.0	3,722.0	1,198.0	29.4%	46.4	1.1%	29%	False	False	25,158
120	4,970.0	3,722.0	1,248.0	30.7%	40.5	1.0%	28%	False	False	20,975

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	10.1
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	4,273.0
2.618	4,207.7
1.618	4,167.7
1.000	4,143.0
0.618	4,127.7
HIGH	4,103.0
0.618	4,087.7
0.500	4,083.0
0.382	4,078.3
LOW	4,063.0
0.618	4,038.3
1.000	4,023.0
1.618	3,998.3
2.618	3,958.3
4.250	3,893.0

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	4,083.0	4,169.0
PP	4,078.0	4,135.3
S1	4,073.0	4,101.7

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

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