ASX SPI 200 Index Future September 2011

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

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	4,229.0	4,170.0	-59.0	-1.4%	4,173.0
High	4,236.0	4,232.0	-4.0	-0.1%	4,236.0
Low	4,158.0	4,168.0	10.0	0.2%	4,063.0
Close	4,180.0	4,175.0	-5.0	-0.1%	4,175.0
Range	78.0	64.0	-14.0	-17.9%	173.0
ATR	89.8	88.0	-1.8	-2.1%	0.0
Volume	42,108	41,113	-995	-2.4%	214,409

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,383.7	4,343.3	4,210.2
R3	4,319.7	4,279.3	4,192.6
R2	4,255.7	4,255.7	4,186.7
R1	4,215.3	4,215.3	4,180.9	4,235.5
PP	4,191.7	4,191.7	4,191.7	4,201.8
S1	4,151.3	4,151.3	4,169.1	4,171.5
S2	4,127.7	4,127.7	4,163.3
S3	4,063.7	4,087.3	4,157.4
S4	3,999.7	4,023.3	4,139.8

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,677.0	4,599.0	4,270.2
R3	4,504.0	4,426.0	4,222.6
R2	4,331.0	4,331.0	4,206.7
R1	4,253.0	4,253.0	4,190.9	4,292.0
PP	4,158.0	4,158.0	4,158.0	4,177.5
S1	4,080.0	4,080.0	4,159.1	4,119.0
S2	3,985.0	3,985.0	4,143.3
S3	3,812.0	3,907.0	4,127.4
S4	3,639.0	3,734.0	4,079.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,236.0	4,063.0	173.0	4.1%	61.8	1.5%	65%	False	False	42,881
10	4,349.0	4,063.0	286.0	6.9%	59.5	1.4%	39%	False	False	39,802
20	4,349.0	4,054.0	295.0	7.1%	67.6	1.6%	41%	False	False	42,829
40	4,587.0	3,722.0	865.0	20.7%	63.6	1.5%	52%	False	False	44,690
60	4,642.0	3,722.0	920.0	22.0%	57.7	1.4%	49%	False	False	39,499
80	4,729.0	3,722.0	1,007.0	24.1%	54.0	1.3%	45%	False	False	32,983
100	4,920.0	3,722.0	1,198.0	28.7%	47.9	1.1%	38%	False	False	26,399
120	4,970.0	3,722.0	1,248.0	29.9%	41.9	1.0%	36%	False	False	22,007

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,504.0
2.618	4,399.6
1.618	4,335.6
1.000	4,296.0
0.618	4,271.6
HIGH	4,232.0
0.618	4,207.6
0.500	4,200.0
0.382	4,192.4
LOW	4,168.0
0.618	4,128.4
1.000	4,104.0
1.618	4,064.4
2.618	4,000.4
4.250	3,896.0

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	4,200.0	4,181.0
PP	4,191.7	4,179.0
S1	4,183.3	4,177.0

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

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