ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	3,991.0	3,894.0	-97.0	-2.4%	4,128.0
High	4,011.0	3,977.0	-34.0	-0.8%	4,134.0
Low	3,958.0	3,891.0	-67.0	-1.7%	3,891.0
Close	3,965.0	3,930.0	-35.0	-0.9%	3,930.0
Range	53.0	86.0	33.0	62.3%	243.0
ATR	81.6	81.9	0.3	0.4%	0.0
Volume	45,447	58,049	12,602	27.7%	205,040

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,190.7	4,146.3	3,977.3
R3	4,104.7	4,060.3	3,953.7
R2	4,018.7	4,018.7	3,945.8
R1	3,974.3	3,974.3	3,937.9	3,996.5
PP	3,932.7	3,932.7	3,932.7	3,943.8
S1	3,888.3	3,888.3	3,922.1	3,910.5
S2	3,846.7	3,846.7	3,914.2
S3	3,760.7	3,802.3	3,906.4
S4	3,674.7	3,716.3	3,882.7

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,714.0	4,565.0	4,063.7
R3	4,471.0	4,322.0	3,996.8
R2	4,228.0	4,228.0	3,974.6
R1	4,079.0	4,079.0	3,952.3	4,032.0
PP	3,985.0	3,985.0	3,985.0	3,961.5
S1	3,836.0	3,836.0	3,907.7	3,789.0
S2	3,742.0	3,742.0	3,885.5
S3	3,499.0	3,593.0	3,863.2
S4	3,256.0	3,350.0	3,796.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,134.0	3,891.0	243.0	6.2%	62.8	1.6%	16%	False	True	41,008
10	4,173.0	3,891.0	282.0	7.2%	65.8	1.7%	14%	False	True	50,441
20	4,356.0	3,891.0	465.0	11.8%	55.4	1.4%	8%	False	True	25,996
40	4,503.0	3,730.0	773.0	19.7%	61.0	1.6%	26%	False	False	13,162
60	4,656.0	3,730.0	926.0	23.6%	48.1	1.2%	22%	False	False	8,810
80	4,656.0	3,730.0	926.0	23.6%	37.4	1.0%	22%	False	False	6,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,342.5
2.618	4,202.1
1.618	4,116.1
1.000	4,063.0
0.618	4,030.1
HIGH	3,977.0
0.618	3,944.1
0.500	3,934.0
0.382	3,923.9
LOW	3,891.0
0.618	3,837.9
1.000	3,805.0
1.618	3,751.9
2.618	3,665.9
4.250	3,525.5

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	3,934.0	3,993.0
PP	3,932.7	3,972.0
S1	3,931.3	3,951.0

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

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